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Stabilization of strictly dissipative discrete time systems with discounted optimal control

URN to cite this document: urn:nbn:de:bvb:703-epub-3364-8

Title data

Gaitsgory, Vladimir ; Grüne, Lars ; Höger, Matthias ; Kellett, Christopher M. ; Weller, Steven R.:
Stabilization of strictly dissipative discrete time systems with discounted optimal control.
Bayreuth , 2017 . - 18 S.

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Project information

Project title:
Project's official titleProject's id
DFG-Projekt "Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung"GR 1569/13-1
ARC Discovery ProjectsDP130104432, DP120100532, and DP160102138

Project financing: Deutsche Forschungsgemeinschaft
ARC

Abstract

We consider stabilization of an equilibrium point via infinite horizon discounted optimal control in discrete-time. In addition to applications in economics and social sciences, discounted optimal control is a commonly used numerical technique guaranteeing solvability of certain classes of optimal control problems. In this paper, we present conditions based on strict dissipativity that ensure that the optimally controlled system is asymptotically stable or practically asymptotically stable. These conditions are shown to be complementary to recently proposed conditions based on a detectability property. Illustrative examples are provided.

Further data

Item Type: Preprint, postprint
Keywords: stabilization; discounted optimal control; strict dissipativity; Lyapunov functions
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) > 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
Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-3364-8
Date Deposited: 29 Aug 2017 09:33
Last Modified: 28 Mar 2019 10:24
URI: https://epub.uni-bayreuth.de/id/eprint/3364

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