On turnpike and dissipativity properties of continuous-time optimal control problems

被引:90
作者
Faulwasser, Timm [1 ]
Korda, Milan [2 ]
Jones, Colin N. [3 ]
Bonvin, Dominique [3 ]
机构
[1] Karlsruhe Inst Technol, Inst Appl Comp Sci, D-76131 Karlsruhe, Germany
[2] Univ Calif Santa Barbara, Dept Mech Engn, Santa Barbara, CA 93106 USA
[3] Ecole Polytech Fed Lausanne, Lab Automat, CH-1015 Lausanne, Switzerland
关键词
Dissipativity; Turnpike properties; Converse turnpike results; Optimal operation at steady state; Optimal control; Economic MPC; OPTIMIZATION;
D O I
10.1016/j.automatica.2017.03.012
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This paper investigates the relations between three different properties, which are of importance in optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady state, and the turnpike property. We show in a continuous-time setting that if along optimal trajectories a strict dissipation inequality is satisfied, then this implies optimal operation at this steady state and the existence of a turnpike at the same steady state. Finally, we establish novel converse turnpike results, i.e., we show that the existence of a turnpike at a steady state implies optimal operation at this steady state and dissipativity with respect to this steady state. We draw upon a numerical example to illustrate our findings. (C) 2017 Elsevier Ltd. All rights reserved.
引用
收藏
页码:297 / 304
页数:8
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