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An exponential turnpike theorem for dissipative discrete time optimal control problems

URN to cite this document: urn:nbn:de:bvb:703-epub-1916-0

Title data

Damm, Tobias ; Grüne, Lars ; Stieler, Marleen ; Worthmann, Karl:
An exponential turnpike theorem for dissipative discrete time optimal control problems.
Department of Mathematics, University of Bayreuth
Bayreuth , 2014 . - 23 S.

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Project information

Project title:	Project's official title Project's id Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO) 264735-SADCO International Doctorate Program "Identification, Optimization and Control with Applications in Modern Technologies" K-NW-2004-143 DFG Grant GR1569/11-2 GR1569/11-2
Project financing:	Andere European Union "FP7-People-ITN" programme; Elite Network of Bavaria; Deutsche Forschungsgemeinschaft

Abstract

We investigate the exponential turnpike property for finite horizon undiscounted optimal control problems without any terminal constraints. Considering a class of strictly dissipative systems we derive a boundedness condition for an auxiliary optimal value function which implies the exponential turnpike property. Two theorems illustrate how this boundedness condition can be concluded from structural properties like controllability and stabilizability of the control system under consideration.

Further data

Item Type:	Preprint, postprint
Additional notes (visible to public):	erschienen in: SIAM Journal on Control and Optimization. Bd. 52 (2014) Heft 3 . - S. 1935-1957. DOI: https://doi.org/10.1137/120888934
Keywords:	turnpike property; optimal control; dissipativity; stabilizability; controllability; model predictive control
Subject classification:	Mathematics Subject Classification Code: 49K30 (49K21 93B05)
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 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-1916-0
Date Deposited:	13 Mar 2015 10:25
Last Modified:	01 Jun 2021 09:05
URI:	https://epub.uni-bayreuth.de/id/eprint/1916

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