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On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems

Title data

Grüne, Lars ; Guglielmi, Roberto:
On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems.
In: Mathematical Control and Related Fields. Vol. Online First (26 June 2020) . - 20 S..
ISSN 2156-8472
DOI: https://doi.org/10.3934/mcrf.2020032

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Project financing: Deutsche Forschungsgemeinschaft

Abstract in another language

The paper is devoted to analyze the connection between turnpike phenomena and strict dissipativity properties for continuous-time finite dimensional linear quadratic optimal control problems. We characterize strict dissipativity properties of the dynamics in terms of the system matrices related to the linear quadratic problem. These characterizations then lead to new necessary conditions for the turnpike properties under consideration, and thus eventually to necessary and sufficient conditions in terms of spectral criteria and matrix inequalities. One of the key novelty of these results is the possibility to encompass the presence of state and input constraints.

Further data

Item Type: Article in a journal
Refereed: Yes
Keywords: turnpike property; linear-quadratic optimal control; dissipativity; detectability; Lyapunov matrix inequality; long time behaviour
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 > Chair Applied Mathematics
Profile Fields
Profile Fields > Advanced Fields
Profile Fields > Advanced Fields > Nonlinear Dynamics
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 30 Jun 2020 07:39
Last Modified: 30 Jun 2020 07:39
URI: https://eref.uni-bayreuth.de/id/eprint/55642

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