Analyse de sensibilité d'un problème de contrôle optimal bilinéaire (Q443802): Difference between revisions
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The author is concerned with the sensitivity analysis of an optimal control problem of bilinear type. The perturbed optimal control problem consists of minimizing the cost functional \[ J(z,u)=\int_0^T \|z(t)\|^2_{L^2(\Omega)}dt+\int_0^T \|u(t)\|^2_{\mathbb{R}^n}dt, \] with a control \(u\) and the state \(z\) defined as a solution of the initial boundary-value problem \[ \begin{aligned} &\frac{\partial z}{\partial t}+\Delta^2 z=\sum_{i=1}^nu_i(t)\frac{\partial z}{\partial x_i}+f(t,x) \;\text{in}\;(0,T)\times\Omega,\\ &z(t,x)=\frac{\partial z}{\partial \nu}(t,x)=0\;\text{on}\;(0,T)\times\partial\Omega;\;z(0,x)=z^0(x)\;\text{in}\;\Omega, \end{aligned} \] where \(\Omega\) is a bounded \(C^1\) domain of \(\mathbb{R}^n\), \(n=2 \text{ or } 3\). Under conditions of smallness of the initial state \(z^0\) and the perturbation \(f\), the author exploits the properties of regularity and uniqueness of optimal control in order to demonstrate the stability of the optimal value function. The formula for directional derivatives at zero of the optimal value is explained. | |||
Property / review text: The author is concerned with the sensitivity analysis of an optimal control problem of bilinear type. The perturbed optimal control problem consists of minimizing the cost functional \[ J(z,u)=\int_0^T \|z(t)\|^2_{L^2(\Omega)}dt+\int_0^T \|u(t)\|^2_{\mathbb{R}^n}dt, \] with a control \(u\) and the state \(z\) defined as a solution of the initial boundary-value problem \[ \begin{aligned} &\frac{\partial z}{\partial t}+\Delta^2 z=\sum_{i=1}^nu_i(t)\frac{\partial z}{\partial x_i}+f(t,x) \;\text{in}\;(0,T)\times\Omega,\\ &z(t,x)=\frac{\partial z}{\partial \nu}(t,x)=0\;\text{on}\;(0,T)\times\partial\Omega;\;z(0,x)=z^0(x)\;\text{in}\;\Omega, \end{aligned} \] where \(\Omega\) is a bounded \(C^1\) domain of \(\mathbb{R}^n\), \(n=2 \text{ or } 3\). Under conditions of smallness of the initial state \(z^0\) and the perturbation \(f\), the author exploits the properties of regularity and uniqueness of optimal control in order to demonstrate the stability of the optimal value function. The formula for directional derivatives at zero of the optimal value is explained. / rank | |||
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Property / reviewed by: Igor Bock / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35K35 / rank | |||
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Property / Mathematics Subject Classification ID: 49K40 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 49K20 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 35Q93 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6065095 / rank | |||
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Property / zbMATH Keywords | |||
state constraints | |||
Property / zbMATH Keywords: state constraints / rank | |||
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second-order optimality conditions | |||
Property / zbMATH Keywords: second-order optimality conditions / rank | |||
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value function | |||
Property / zbMATH Keywords: value function / rank | |||
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bi-Laplacian | |||
Property / zbMATH Keywords: bi-Laplacian / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2625526629 / rank | |||
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Property / cites work | |||
Property / cites work: Existence and uniqueness of optimal control for a distributed-parameter bilinear system / rank | |||
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Latest revision as of 13:53, 5 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Analyse de sensibilité d'un problème de contrôle optimal bilinéaire |
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Statements
Analyse de sensibilité d'un problème de contrôle optimal bilinéaire (English)
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13 August 2012
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The author is concerned with the sensitivity analysis of an optimal control problem of bilinear type. The perturbed optimal control problem consists of minimizing the cost functional \[ J(z,u)=\int_0^T \|z(t)\|^2_{L^2(\Omega)}dt+\int_0^T \|u(t)\|^2_{\mathbb{R}^n}dt, \] with a control \(u\) and the state \(z\) defined as a solution of the initial boundary-value problem \[ \begin{aligned} &\frac{\partial z}{\partial t}+\Delta^2 z=\sum_{i=1}^nu_i(t)\frac{\partial z}{\partial x_i}+f(t,x) \;\text{in}\;(0,T)\times\Omega,\\ &z(t,x)=\frac{\partial z}{\partial \nu}(t,x)=0\;\text{on}\;(0,T)\times\partial\Omega;\;z(0,x)=z^0(x)\;\text{in}\;\Omega, \end{aligned} \] where \(\Omega\) is a bounded \(C^1\) domain of \(\mathbb{R}^n\), \(n=2 \text{ or } 3\). Under conditions of smallness of the initial state \(z^0\) and the perturbation \(f\), the author exploits the properties of regularity and uniqueness of optimal control in order to demonstrate the stability of the optimal value function. The formula for directional derivatives at zero of the optimal value is explained.
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state constraints
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second-order optimality conditions
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value function
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bi-Laplacian
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