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Efficient numerical solution of the LQR-problem for the heat equation

  1. Jens Saak,
  2. Peter Benner

Article first published online: 27 DEC 2004

DOI: 10.1002/pamm.200410305

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PAMM

PAMM

Volume 4, Issue 1, pages 648–649, December 2004

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How to Cite

Saak, J. and Benner, P. (2004), Efficient numerical solution of the LQR-problem for the heat equation. Proc. Appl. Math. Mech., 4: 648–649. doi: 10.1002/pamm.200410305

Author Information

  1. Fakultät für Mathematik, Technische Universität Chemnitz

Publication History

  1. Issue published online: 27 DEC 2004
  2. Article first published online: 27 DEC 2004

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References

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    F. Tröltzsch and A. Unger, Fast solution of optimal control problems in the selective cooling of steel, Z. Angew. Math. Mech., 2001, vol. 81 nr. 7 p. 447-456
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    H. T. Banks and K. Kunisch, The Linear Regulator Problem for Parabolic Systems, SIAM J. Cont. Optim. 1984, vol.22 p. 684-698
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    J. S. Gibson, The Riccati integral equation for optimal control problems on Hilbert spaces, SIAM J. Cont. Optim. 1979, vol. 17 p. 537-565
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    A. Schmidt and K. Siebert, ALBERT: An adaptive hierarchical finite element toolbox, Preprint 06/2000 / Institut für Angewandte Mathematik, Albert-Ludwigs-Universität Freiburg, 2000
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    T. Penzl, LYAPACK: A MATLAB Toolbox for Large Lyapunov and Riccati Equation, Model Reduction Problems, and Linear-Quadratic Optimal Control Problems, SFB 393 Fakultät für Mathematik, TU Chemnitz, 1999
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