Title | ||
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Infinite-Horizon Bilinear Optimal Control Problems: Sensitivity Analysis and Polynomial Feedback Laws |
Abstract | ||
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An infinite-horizon optimal control problem subject to an infinite-dimensional state equation with state and control variables appearing in a bilinear form is investigated. A sensitivity analysis with respect to the initial condition is carried out. We show in particular that the value function is infinitely differentiable in the neighborhood of the steady state, under a stabilizability assumption. In a second part, we derive error estimates for controls generated by polynomial feedback laws, which are derived from Taylor expansions of the value function. |
Year | DOI | Venue |
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2018 | 10.1137/18M1173952 | SIAM JOURNAL ON CONTROL AND OPTIMIZATION |
Keywords | Field | DocType |
infinite-horizon optimal control,bilinear control,regularity of the value function,polynomial feedback laws,sensitivity relations | Applied mathematics,Equation of state,Bilinear form,Optimal control,Polynomial,Mathematical analysis,Bilinear control,Infinite horizon,Control variable,Mathematics,Bilinear interpolation | Journal |
Volume | Issue | ISSN |
56 | 5 | 0363-0129 |
Citations | PageRank | References |
1 | 0.43 | 0 |
Authors | ||
3 |
Name | Order | Citations | PageRank |
---|---|---|---|
Tobias Breiten | 1 | 115 | 9.41 |
Karl Kunisch | 2 | 1370 | 145.58 |
Laurent Pfeiffer | 3 | 2 | 0.87 |