Multiscale Differential Riccati Equations for Linear Quadratic Regulator Problems

DOI10.1137/17M1134500zbMath1397.49047arXiv1706.04380OpenAlexW3102940808MaRDI QIDQ4580289

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Publication date: 14 August 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.04380

zbMATH Keywords

finite elementmultiscaledifferential Riccati equationlinear quadratic regulator problemlocalized orthogonal decomposition

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Linear-quadratic optimal control problems (49N10)

Related Items

Multiscale finite element methods for an elliptic optimal control problem with rough coefficients ⋮ Optimal Control for Multiscale Elliptic Equations with Rough Coefficients ⋮ Positivity preserving exponential integrators for differential Riccati equations ⋮ On Optimal Convergence Rates for Discrete Minimizers of the Gross–Pitaevskii Energy in Localized Orthogonal Decomposition Spaces ⋮ Stabilization of nonautonomous linear parabolic-like equations: oblique projections versus Riccati feedbacks ⋮ Computational Homogenization of Time-Harmonic Maxwell's Equations ⋮ Modified Douglas splitting method for differential matrix equations ⋮ Singular Value Decay of Operator-Valued Differential Lyapunov and Riccati Equations ⋮ High order approximations of the operator Lyapunov equation have low rank

Uses Software

• RADI

Cites Work

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