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Grüne, Lars ; Pirkelmann, Simon ; Stieler, Marleen:
Strict dissipativity implies turnpike behavior for time-varying discrete time optimal control problems.
Bayreuth
,
2017
. - 22 S.
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| Projekttitel: |
Offizieller Projekttitel Projekt-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 |
|---|---|
| Projektfinanzierung: |
Deutsche Forschungsgemeinschaft |
Abstract
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.
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