Optimal feedback control for undamped wave equations by solving a HJB equation

Kröner, Axel; Kunisch, Karl; Zidani, Hasnaa

ESAIM: Control, Optimisation and Calculus of Variations, Tome 21 (2015) no. 2, pp. 442-464.

An optimal finite-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 finite elements lead to approximated problems governed by ODEs in high dimensional spaces which makes the numerical resolution by the HJB approach infeasible. In the present paper, an approximation based on spectral elements is used to discretize the wave equation. The effect of noise is considered and numerical simulations are presented to show the relevance of the approach.

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