Title data
Grüne, Lars ; Pirkelmann, Simon ; Stieler, Marleen:
Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems.
Bayreuth
,
2017
. - 22 S.
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Project information
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Deutsche Forschungsgemeinschaft |
Abstract
We consider the turnpike property for infinite horizon undiscounted optimal control problems in discrete time and with time-varying data. We show that, under suitable conditions, a time varying strict dissipativity notion implies the turnpike property and a continuity property of the optimal value function. We also discuss the relation of strict dissipativity to necessary optimality conditions and illustrate our results by an example.
Further data
Item Type: | Preprint, postprint |
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Keywords: | turnpike property; time-varying system; overtaking optimality; strict dissipativity; necessary optimality conditions |
DDC Subjects: | 500 Science > 510 Mathematics |
Institutions of the University: | Faculties Faculties > Faculty of Mathematics, Physics und Computer Science Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics) > Chair Mathematics V (Applied Mathematics) - Univ.-Prof. Dr. Lars Grüne Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Applied Mathematics Profile Fields Profile Fields > Advanced Fields Profile Fields > Advanced Fields > Nonlinear Dynamics Research Institutions > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS) Research Institutions Research Institutions > Research Centres |
Language: | English |
Originates at UBT: | Yes |
URN: | urn:nbn:de:bvb:703-epub-3275-3 |
Date Deposited: | 20 Apr 2017 06:34 |
Last Modified: | 28 Mar 2019 10:31 |
URI: | https://epub.uni-bayreuth.de/id/eprint/3275 |