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

Title data

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

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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 in another language

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, working paper, discussion paper
Keywords:	turnpike property; time-varying system; overtaking optimality; strict dissipativity; necessary optimality conditions
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 > Professorship Applied Mathematics (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
Result of work at the UBT:	Yes
DDC Subjects:	500 Science > 510 Mathematics
Date Deposited:	22 Apr 2017 21:00
Last Modified:	13 Jun 2018 08:44
URI:	https://eref.uni-bayreuth.de/id/eprint/36816

Available Versions of this Item

Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems. (deposited 22 Apr 2017 21:00) [Currently Displayed]
- Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems. (deposited 13 Jun 2018 08:44)