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Grüne, Lars ; Pirkelmann, Simon ; Stieler, Marleen:
Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems.
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
Dies ist die aktuelle Version des Eintrags.
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| Projekttitel: |
Offizieller Projekttitel Projekt-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 |
|---|---|
| Projektfinanzierung: |
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.
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Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems. (deposited 22 Apr 2017 21:00)
- Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems. (deposited 13 Jun 2018 08:44) [Aktuelle Anzeige]