p2poc

p2poc: a pde2path add-on library for solving infinite time horizon spatially distributed optimal control problems. p2poc is an add-on toolbox to the Matlab package pde2path (v2.0). It aims at the numerical solution of infinite time horizon optimal control (OC) problems for parabolic systems of PDE over 1D or 2D spatial domains. The basic idea is to treat the OC problem via the associated canonical system in two steps. First we use pde2path to find branches of stationary solutions of the canonical system, also called canonical steady states (CSS). In a second step we use the results and the spatial discretization of the first step to calculate the objective values of time-dependent canonical paths ending at a CSS with the so called saddle point property. This is a (typically very high dimensional) boundary value problem (BVP) in time, which we solve by combining a modification of the BVP solver TOM with a continuation algorithm in the initial states.

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