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On a discounted notion of strict dissipativity

Title data

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

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Official URL: Volltext

Project information

Project title:
Project's official titleProject's id
DFG-Projekt "Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung"GR 1569/13-1
ARC Discovery ProjectDP160102138

Project financing: Deutsche Forschungsgemeinschaft
ARC

Abstract in another language

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, working paper, discussion paper
Keywords: nonlinear Systems; dissipativity; optimal control
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 > Professorship Applied Mathematics (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)
Research Institutions > Research Centres > Forschungszentrum für Modellbildung und Simulation (MODUS)
Research Institutions
Research Institutions > Research Centres
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 06 Feb 2016 22:00
Last Modified: 15 Dec 2016 11:19
URI: https://eref.uni-bayreuth.de/id/eprint/30590

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