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Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems

URN to cite this document: urn:nbn:de:bvb:703-epub-3275-3

Title data

Grüne, Lars ; Pirkelmann, Simon ; Stieler, Marleen:
Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems.
Bayreuth , 2017 . - 22 S.

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Project information

Project title:
Project's official title
Project's id
DFG-Project "Performance Analysis for Distributed and Multiobjective Model Predictive Control"
GR 1569/13-1
DFG-Project "Model predictive PDE control for energy efficient building operation: Economic model predictive control and time varying systems"
GR 1569/16-1
Project financing: Deutsche Forschungsgemeinschaft

Abstract

We consider the turnpike property for infinite horizon undiscounted optimal control problems in discrete time and with time-varying data. We show that, under suitable conditions, a time varying strict dissipativity notion implies the turnpike property and a continuity property of the optimal value function. We also discuss the relation of strict dissipativity to necessary optimality conditions and illustrate our results by an example.

Further data

Item Type: Preprint, postprint
Additional notes (visible to public): erschienen in:
Feichtinger, Gustav ; Kovacevic, Raimund M. ; Tragler, Gernot (Hrsg.): Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov. - Cham : Springer , 2018 . - S. 195-218 . - (Lecture Notes in Economics and Mathematical Systems ; 687 )
ISBN 978-3-319-75169-6
DOI: https://doi.org/10.1007/978-3-319-75169-6_10
Keywords: turnpike property; time-varying system; overtaking optimality; strict dissipativity; necessary optimality conditions
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
Research Institutions > Central research institutes > Bayreuth Research Center for Modeling and Simulation - MODUS
Research Institutions
Research Institutions > Central research institutes
Language: English
Originates at UBT: Yes
URN: urn:nbn:de:bvb:703-epub-3275-3
Date Deposited: 20 Apr 2017 06:34
Last Modified: 27 May 2021 08:34
URI: https://epub.uni-bayreuth.de/id/eprint/3275
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