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 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:	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

Available Versions of this Item

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) [Currently Displayed]