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.
|
|||||||||
Download (503kB)
|
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.