Abstract

An optimal fi nite-time horizon feedback control problem for (semi linear) wave equations is presented. The feedback law can be derived from the dynamic programming principle and requires to solve the evolutionary Hamilton-Jacobi-Bellman (HJB) equation. Classical discretization methods based on nite elements lead to approximated problems governed by ODEs in high dimensional space which makes infeasible the numerical resolution by HJB approach. In the present paper, an approximation based on spectral elements is used to discretize the wave equation. The e ffect of noise is considered and numerical simulations are presented to show the relevance of the approach.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call