Year: 2013
Type: article
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.
Authors: P. Koltai, O. Junge
Institution: Technical University of Munich
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2138264651