AN EXPONENTIAL TURNPIKE THEOREM FOR DISSIPATIVE DISCRETE TIME OPTIMAL CONTROL PROBLEMS

被引：98

作者：

Damm, Tobias ^{[1
]}

Gruene, Lars ^{[2
]}

Stieler, Marleen ^{[2
]}

Worthmann, Karl ^{[3
]}

机构：

[1] Tech Univ Kaiserslautern, Math Inst, D-67653 Kaiserslautern, Germany

[2] Univ Bayreuth, Math Inst, D-95440 Bayreuth, Germany

[3] Tech Univ Ilmenau, Inst Math, D-98693 Ilmenau, Germany

来源：

SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 2014年 / 52卷 / 03期

关键词：

turnpike property; optimal control; dissipativity; stabilizability; controllability; model predictive control; NONLINEAR MPC SCHEMES; DYNAMICAL-SYSTEMS; HORIZON; EQUILIBRIUM; MODEL;

D O I：

10.1137/120888934

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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.

引用

页码：1935 / 1957

页数：23

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