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

来源：

AUTOMATICA | 2017年 / 81卷

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

页码：297 / 304

页数：8