Title data
Gaitsgory, Vladimir ; Grüne, Lars ; Höger, Matthias ; Kellett, Christopher M. ; Weller, Steven R.:
Stabilization of strictly dissipative discrete time systems with discounted optimal control.
Bayreuth
,
2017
. - 18 S.
This is the latest version of this item.
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 Projects DP130104432, DP120100532, and DP160102138 |
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Project financing: |
Deutsche Forschungsgemeinschaft ARC |
Abstract
We consider stabilization of an equilibrium point via infinite horizon discounted optimal control in discrete-time. In addition to applications in economics and social sciences, discounted optimal control is a commonly used numerical technique guaranteeing solvability of certain classes of optimal control problems. In this paper, we present conditions based on strict dissipativity that ensure that the optimally controlled system is asymptotically stable or practically asymptotically stable. These conditions are shown to be complementary to recently proposed conditions based on a detectability property. Illustrative examples are provided.
Further data
Item Type: | Preprint, postprint |
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Additional notes (visible to public): | erschienen in:
Automatica. Bd. 93 (2018) . - S. 311-320. DOI: https://doi.org/10.1016/j.automatica.2018.03.076 |
Keywords: | stabilization; discounted optimal control; strict dissipativity; Lyapunov functions |
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-3364-8 |
Date Deposited: | 29 Aug 2017 09:33 |
Last Modified: | 27 May 2021 07:10 |
URI: | https://epub.uni-bayreuth.de/id/eprint/3364 |
Available Versions of this Item
-
Stabilization with discounted optimal control : the discrete time case. (deposited 03 May 2016 09:42)
- Stabilization of strictly dissipative discrete time systems with discounted optimal control. (deposited 29 Aug 2017 09:33) [Currently Displayed]