*URN to cite this document:*urn:nbn:de:bvb:703-epub-4532-7

## Title data

Grüne, Lars ; Guglielmi, Roberto:

**On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems.**

Bayreuth
,
2019
. - 23 S.

PDF
LQ_dissipativity_turnpike_preprint.pdf - Published Version Available under License Deutsches Urheberrechtsgesetz . Download (310kB) |

## Project information

Project financing: |
Deutsche Forschungsgemeinschaft |
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## Abstract

The paper is devoted to analyze the connection between turnpike phenomena and strict dissipativity properties for continuous-time finite dimensional linear quadratic optimal control problems. We characterize strict dissipativity properties of the dynamics in terms of the system matrices related to the linear quadratic problem. These characterizations then lead to new necessary conditions for the turnpike properties under consideration, and thus eventually to necessary and sufficient conditions in terms of spectral criteria and matrix inequalities. One of the key novelty of these results is the possibility to encompass the presence of state and input constraints.