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Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems

URN to cite this document: urn:nbn:de:bvb:703-epub-3275-3

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

Project title:
Project's official titleProject's id
DFG-Project "Performance Analysis for Distributed and Multiobjective Model Predictive Control"GR 1569/13-1
DFG-Project "Model predictive PDE control for energy efficient building operation: Economic model predictive control and time varying systems"GR 1569/16-1

Project financing: 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
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 (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

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