ERef Bayreuth

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Stabilization of strictly dissipative discrete time systems with discounted optimal control

Title data

Gaitsgory, Vladimir ; Grüne, Lars ; Höger, Matthias ; Kellett, Christopher M. ; Weller, Steven R.:
Stabilization of strictly dissipative discrete time systems with discounted optimal control.
In: Automatica. Vol. 93 (2018) . - pp. 311-320.
ISSN 1873-2836
DOI: https://doi.org/10.1016/j.automatica.2018.03.076

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Project information

Project title:	Project's official title Project's id DFG-Projekt "Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung" GR 1569/13-1 ARC Discovery Project DP160102138
Project financing:	Deutsche Forschungsgemeinschaft ARC

Abstract in another language

We consider stabilization of an equilibrium point via infinite horizon discounted optimal control in discrete-time. In addition to applications in economics and social sciences, discounted optimal control is a commonly used numerical technique guaranteeing solvability of certain classes of optimal control problems. In this paper, we present conditions based on strict dissipativity that ensure that the optimally controlled system is asymptotically stable or practically asymptotically stable. These conditions are shown to be complementary to recently proposed conditions based on a detectability property. Illustrative examples are provided.

Further data

Item Type:	Article in a journal
Refereed:	Yes
Keywords:	stabilization; discounted optimal control; strict dissipativity; Lyapunov functions
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) > 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 Faculties > Faculty of Mathematics, Physics und Computer Science > Department of Mathematics > Chair Mathematics V (Applied Mathematics)
Result of work at the UBT:	Yes
DDC Subjects:	500 Science > 510 Mathematics
Date Deposited:	09 Apr 2018 10:14
Last Modified:	09 Jan 2023 12:06
URI:	https://eref.uni-bayreuth.de/id/eprint/43258

Available Versions of this Item

Stabilization with discounted optimal control : the discrete time case. (deposited 07 May 2016 21:00)
- Stabilization with discounted optimal control : the discrete time case. (deposited 29 Aug 2017 09:39)
  - Stabilization of strictly dissipative discrete time systems with discounted optimal control. (deposited 12 Sep 2017 12:54)
    - Stabilization of strictly dissipative discrete time systems with discounted optimal control. (deposited 09 Apr 2018 10:14) [Currently Displayed]