Sparse grid approximation of the Riccati operator for closed loop parabolic control problems with Dirichlet boundary control

DOI10.1137/20M1370604zbMATH Open1480.49005OpenAlexW2948133497MaRDI QIDQ5020733FDOQ5020733

Authors: H. Harbrecht, Ilja Kalmykov 

Publication date: 7 January 2022

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20m1370604

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zbMATH Keywords

optimal controlRiccati equationlinear quadratic regulatorsparse grid approximation

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Existence theories for optimal control problems involving partial differential equations (49J20) Linear-quadratic optimal control problems (49N10) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Optimal feedback synthesis (49N35)

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Cited In (4)

• Boundary-value problems for the Lyapunov equation. I
• Representation of feedback operators for parabolic control problems
• Mitigating the curse of dimensionality: sparse grid characteristics method for optimal feedback control and HJB equations
• Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge

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