Naslov
Greedy optimal control for elliptic problems and its application to turnpike problems

Autori
Hernandez-Santamarıa, Victor ; Lazar, Martin ; Zuazua, Enrique

Izvornik
Numerische Mathematik (0029-599X) 141 (2019), 2; 455-493

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
parameterized PDEs · optimal control · turnpike property · greedy algorithms · elliptic equations · parabolic equations

Sažetak
In this paper, we deal with the approximation of optimal controls for parameter-dependent elliptic and parabolic equations. We adapt well-known results on greedy algorithms to approximate in an efficient way the optimal controls for parameterized elliptic control problems. Our results yield an optimal approximation procedure that, in particular, performs better than simply sampling the parameter-space to compute controls for each parameter value. The same method can be adapted for parabolic control problems, but this leads to greedy selections of the realizations of the parameters that depend on the initial datum under consideration. To avoid this difficulty we employ the turnpike property for time evolution control problems that ensures the asymptotic simplification of optimal control problems for evolution equations towards the elliptic steady-state ones in long time horizons [0, T ]. The combination of the turnpike property and greedy methods allows us to develop efficient methods for the approximation of the parameter-dependent parabolic optimals too. We present various numerical experiments discussing the efficiency of our methodology and its application to turnpike control problems.

Izvorni jezik
Engleski

Znanstvena područja
Matematika

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