Taylor expansions of the value function associated with a bilinear optimal control problem

DOI10.1016/j.anihpc.2019.01.001zbMath1420.49005arXiv1706.05341OpenAlexW2962801599WikidataQ128456345 ScholiaQ128456345MaRDI QIDQ2316450

Laurent Pfeiffer, Tobias Breiten, Karl Kunisch

Publication date: 29 July 2019

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.05341

zbMATH Keywords

Hamilton-Jacobi-Bellman equationFokker-Planck equationRiccati equationvalue functionbilinear control systemsgeneralized Lyapunov equations

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Stabilization of systems by feedback (93D15) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (8)

Continuous differentiability of the value function of semilinear parabolic infinite time horizon optimal control problems on \(L^2(\Omega)\) Under control constraints ⋮ Feedback stabilization of the three-dimensional Navier-Stokes equations using generalized Lyapunov equations ⋮ Unnamed Item ⋮ Infinite Horizon Optimal Control Problems with Discount Factor on the State, Part I: Analysis of the Controlled State Equation ⋮ Improving the Convergence Rates for the Kinetic Fokker–Planck Equation by Optimal Control ⋮ The effect of the terminal penalty in Receding Horizon Control for a class of stabilization problems ⋮ Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations ⋮ Numerical study of polynomial feedback laws for a bilinear control problem

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