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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.
![[thumbnail of submission.pdf]](https://epub.uni-bayreuth.de/style/images/fileicons/application_pdf.png)
Related URLs
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 > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS) Research Institutions Research Institutions > Research Centres |
| 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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