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On a discounted notion of strict dissipativity

URN to cite this document: urn:nbn:de:bvb:703-epub-2736-9

Title data

Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R.:
On a discounted notion of strict dissipativity.
Bayreuth , 2016 . - 6 S.

Format:	PDF
Name:	discdiss_nolcos.pdf
Version:	Published Version
Available under License	German copyright law. This contribution is freely accessible with the consent of the copyright holder on the basis of an (DFG-funded) alliance or national license. The document may be used free of charge for personal use. In addition, the reproduction, editing, distribution and any kind of exploitation require the written consent of the respective rights holder.

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Project information

Project title:	Project's official title Project's id DFG-Projekt "Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung" GR 1569/13-1 ARC Discovery Project DP160102138
Project financing:	Deutsche Forschungsgemeinschaft ARC

Abstract

Recent results in the literature have provided connections between the so-called turnpike property, near optimality of closed-loop solutions using model predictive control schemes, and strict dissipativity. An important feature of these results is that strict dissipativity provides a checkable condition for the other two properties. These results relate to optimal control problems with undiscounted stage cost. Motivated by applications in economics, we consider optimal control problems with discounted stage cost and define a notion of discounted strict dissipativity. As in the undiscounted case, we show that discounted strict dissipativity provides a checkable condition for various properties of the solutions of the optimal control problem associated with the appropriately defined discounted available storage function.

Further data

Item Type:	Preprint, postprint
Additional notes (visible to public):	erschienen in: IFAC-PapersOnLine. Bd. 49 (August 2016) Heft 18 . - S. 247-252. DOI: https://doi.org/10.1016/j.ifacol.2016.10.171
Keywords:	nonlinear Systems; dissipativity; optimal control
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) > 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 Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Language:	English
Originates at UBT:	Yes
URN:	urn:nbn:de:bvb:703-epub-2736-9
Date Deposited:	04 Feb 2016 11:58
Last Modified:	28 May 2021 06:57
URI:	https://epub.uni-bayreuth.de/id/eprint/2736

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