Error Analysis for POD Approximations of Infinite Horizon Problems via the Dynamic Programming Approach

DOI10.1137/15M1039596zbMath1378.49025arXiv1511.00265OpenAlexW2132953997MaRDI QIDQ5370981

Alessandro Alla, Maurizio Falcone, Stefan Volkwein

Publication date: 24 October 2017

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

Full work available at URL: https://arxiv.org/abs/1511.00265

zbMATH Keywords

optimal controlHamilton-Jacobi-Bellman equationproper orthogonal decompositionerror analysisnonlinear dynamical systems

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Initial-boundary value problems for second-order parabolic equations (35K20) Dynamic programming (90C39) Existence theories for optimal control problems involving partial differential equations (49J20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Discrete approximations in optimal control (49M25) Numerical methods for partial differential equations, boundary value problems (65N99)

Related Items (18)

Optimal Bounds for Numerical Approximations of Infinite Horizon Problems Based on Dynamic Programming Approach ⋮ On some neural network architectures that can represent viscosity solutions of certain high dimensional Hamilton-Jacobi partial differential equations ⋮ Error Estimates for a Tree Structure Algorithm Solving Finite Horizon Control Problems ⋮ SympOCnet: Solving Optimal Control Problems with Applications to High-Dimensional Multiagent Path Planning Problems ⋮ Optimal polynomial feedback laws for finite horizon control problems ⋮ HJB-RBF based approach for the control of PDEs ⋮ Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs ⋮ HJB equation for optimal control system with random impulses ⋮ A new approach to proper orthogonal decomposition with difference quotients ⋮ New Proper Orthogonal Decomposition Approximation Theory for PDE Solution Data ⋮ Robust Feedback Control of Nonlinear PDEs by Numerical Approximation of High-Dimensional Hamilton--Jacobi--Isaacs Equations ⋮ A HJB-POD Approach to the Control of the Level Set Equation ⋮ Model Order Reduction Approaches for Infinite Horizon Optimal Control Problems via the HJB Equation ⋮ Feedback control of parametrized PDEs via model order reduction and dynamic programming principle ⋮ An HJB-POD approach for the control of nonlinear PDEs on a tree structure ⋮ An Efficient DP Algorithm on a Tree-Structure for Finite Horizon Optimal Control Problems ⋮ Tensor Decomposition Methods for High-dimensional Hamilton--Jacobi--Bellman Equations ⋮ Overcoming the curse of dimensionality for some Hamilton-Jacobi partial differential equations via neural network architectures

Uses Software

• redbKIT

Cites Work

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