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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.
In: Feichtinger, Gustav ; Kovacevic, Raimund M. ; Tragler, Gernot (ed.): Control Systems and Mathematical Methods in Economics: Essays in Honor of Vladimir M. Veliov. - Cham : Springer , 2018 . - pp. 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

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Project information

Project title:
Project's official titleProject'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: Article in a book
Refereed: Yes
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: 13 Jun 2018 08:44
Last Modified: 22 Nov 2018 08:44
URI: https://eref.uni-bayreuth.de/id/eprint/44527

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