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Damm, Tobias ; Grüne, Lars ; Stieler, Marleen ; Worthmann, Karl:
An exponential turnpike theorem for dissipative discrete time optimal control problems.
In: SIAM Journal on Control and Optimization.
Bd. 52
(2014)
Heft 3
.
- S. 1935-1957.
ISSN 1095-7138
DOI: https://doi.org/10.1137/120888934
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| Projekttitel: |
Offizieller Projekttitel Projekt-ID Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO) 264735-SADCO DFG Grant Gr1569/11-2 International Doctorate Program "Identification, Optimization and Control with Applications in Modern Technologies" K-NW-2004-143 |
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| Projektfinanzierung: |
7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union Deutsche Forschungsgemeinschaft Elite Network of Bavaria |
Abstract
We investigate the exponential turnpike property for finite horizon undiscounted discrete time optimal control problems without any terminal constraints. Considering a class of strictly dissipative systems, we derive a boundedness condition for an auxiliary optimal value function which implies the exponential turnpike property. Two theorems illustrate how this boundedness condition can be concluded from structural properties like controllability and stabilizability of the control system under consideration.
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An exponential turnpike theorem for dissipative discrete time optimal control problems. (deposited 14 Mär 2015 22:00)
- An exponential turnpike theorem for dissipative discrete time optimal control problems. (deposited 26 Mär 2015 07:21) [Aktuelle Anzeige]