Suboptimal Feedback Control of PDEs by Solving HJB Equations on Adaptive Sparse Grids

@article{Garcke2017SuboptimalFC,
  title={Suboptimal Feedback Control of PDEs by Solving HJB Equations on Adaptive Sparse Grids},
  author={Jochen Garcke and Axel Kr{\"o}ner},
  journal={J. Sci. Comput.},
  year={2017},
  volume={70},
  pages={1-28}
}
An approach to solve nite time horizon sub-optimal feedback control problems for partial di erential equations is proposed by solving dynamic programming equations on adaptive sparse grids. The approach is illustrated for the wave equation and an extension to equations of Schrödinger type is indicated. A semi-discrete optimal control problem is introduced… CONTINUE READING