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An exponential turnpike theorem for dissipative discrete time optimal control problems

Title data

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. Vol. 52 (2014) Issue 3 . - pp. 1935-1957.
ISSN 0363-0129
DOI: https://doi.org/10.1137/120888934

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Project information

Project title:
Project's official titleProject's id
Marie-Curie Initial Training Network "Sensitivity Analysis for Deterministic Controller Design" (SADCO)264735-SADCO
DFG GrantGr1569/11-2
International Doctorate Program "Identification, Optimization and Control with Applications in Modern Technologies"K-NW-2004-143

Project financing: 7. Forschungsrahmenprogramm für Forschung, technologische Entwicklung und Demonstration der Europäischen Union
Deutsche Forschungsgemeinschaft
Elite Network of Bavaria

Abstract in another language

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.

Further data

Item Type: Article in a journal
Refereed: Yes
Keywords: turnpike property; optimal control; dissipativity; stabilizability; controllability; model predictive control
Subject classification: Mathematics Subject Classification Code: 49K30 (49K21 93B05)
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
Result of work at the UBT: Yes
DDC Subjects: 500 Science > 510 Mathematics
Date Deposited: 26 Mar 2015 07:21
Last Modified: 26 Mar 2015 07:21
URI: https://eref.uni-bayreuth.de/id/eprint/9270

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