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Sparse-grid methods in optimal control
Project funded by own resources |
Project title |
Sparse-grid methods in optimal control |
Principal Investigator(s) |
Harbrecht, Helmut
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Project Members |
Kalmykov, Ilja
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Organisation / Research unit |
Departement Mathematik und Informatik / Computational Mathematics (Harbrecht) |
Project start |
01.02.2017 |
Probable end |
31.01.2024 |
Status |
Completed |
Abstract |
The present project is concerned with the efficient solution of large scale Riccati and Lyapunov equations. Such problems typically appear in state-feedback control of systems governed by partial differential equations. We apply a sparse grid discretization in order to arrive at a solution method which scales essentially linear in the number of unknowns. |
Keywords |
Ricatti equation, Lyapunov equation, sparse grids |
Financed by |
University funds
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Published results () |
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ID |
Autor(en) |
Titel |
ISSN / ISBN |
Erschienen in |
Art der Publikation |
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4634333 |
Harbrecht, Helmut; Kalmykov, Ilja |
Sparse grid approximation of the Riccati operator for closed loop parabolic control problems with Dirichlet boundary control |
0363-0129 ; 1095-7138 |
SIAM Journal on Control and Optimization (SICON) |
Publication: JournalArticle (Originalarbeit in einer wissenschaftlichen Zeitschrift) |
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18/04/2024
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