Real-time optimization of perturbed control systems with linear control

Nowadays, the requirements of applications in optimal control theory increa se. Concerning problems e.g. in chemical process engineering one has to dea l with high dimensional optimal control problems subject to systems of ordi nary differential or differential-algebraic equations. These problems are u sually linear in the control variables and nonlinear in the state variables . In process engineering it is generally mandatory to react immediately on pe rturbations in parameters of the underlying system. Therefore we suppose to intend both: Taking into account the particular structure of the linear op timal control problem as well as the calculation of special real-time contr ol approximations.