Dissipativity in infinite horizon optimal control and dynamic programming

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Angeli, David ; Grüne, Lars:
Dissipativity in infinite horizon optimal control and dynamic programming.
In: Applied Mathematics and Optimization. Bd. 89 (2024) . - 42.
ISSN 1432-0606
DOI: https://doi.org/10.1007/s00245-024-10103-y

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Abstract

In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the interplay of dissipativity and optimal control, and propose novel recursive approaches for the solution of so called shifted Bellman Equations.