We found a match
Your institution may have access to this item. Find your institution then sign in to continue.
- Title
Optimal value functions for weakly coupled systems: a posteriori estimates.
- Authors
Koltai, P.; Junge, O.
- Abstract
We consider weakly coupled LQ optimal control problems and derive estimates on the sensitivity of the optimal value function in dependence of the coupling strength. In order to improve these sensitivity estimates a 'coupling adapted' norm is proposed. Our main result is that if a weak coupling suffices to destabilize the closed loop system with the optimal feedback of the uncoupled system then the value function might change drastically with the coupling. As a consequence, it is not reasonable to expect that a weakly coupled system possesses a weakly coupled optimal value function. Also, for a known result on the connection of the separation operator and the stability radius a new and simpler proof is given.
- Subjects
OPTIMAL control theory; CALCULUS of variations; COUPLED mode theory (Wave-motion); COUPLED problems (Complex systems); COUPLING schemes
- Publication
ZAMM -- Journal of Applied Mathematics & Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik, 2014, Vol 94, Issue 4, p345
- ISSN
0044-2267
- Publication type
Article
- DOI
10.1002/zamm.201100138