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Dissipativity in infinite horizon optimal control and dynamic programming

Title data

Angeli, David ; Grüne, Lars:
Dissipativity in infinite horizon optimal control and dynamic programming.
Bayreuth , 2023 . - 53 p.
DOI: https://doi.org/10.48550/arXiv.2305.11272

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Official URL: Volltext

Abstract in another language

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.

Further data

Item Type: Preprint, postprint
Refereed: Yes
Keywords: optimal control; dissipativity; iterative method
Subject classification: Mathematics Subject Classification Code: 90C39
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 > Chair 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: 23 May 2023 07:29
Last Modified: 23 May 2023 07:29
URI: https://eref.uni-bayreuth.de/id/eprint/76513

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