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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
SPP 1305: Regelungstheorie digital vernetzter dynamischer Systeme
29058575
Identifikation, Optimierung und Steuerung für technische Anwendungen
K-NW-2004-143
SADCO - Sensitivity Analysis for Deterministic Controller Design
264735
Project financing: Deutsche Forschungsgemeinschaft
European Union "FP7-People-ITN" programme
Elite Network of Bavaria
Marie-Curie Initial Training Network

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: 16 Dec 2025 07:16
URI: https://epub.uni-bayreuth.de/id/eprint/1916
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