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

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.

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Project information

Project financing: Deutsche Forschungsgemeinschaft

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.

Further data

Item Type: Preprint, postprint
Keywords: turnpike property; linear-quadratic optimal control; dissipativity; detectability; Lyapunov matrix inequality; long time behaviour
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
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-4532-7
Date Deposited: 12 Nov 2019 07:28
Last Modified: 12 Nov 2019 07:28
URI: https://epub.uni-bayreuth.de/id/eprint/4532

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