AN EXPONENTIAL TURNPIKE THEOREM FOR DISSIPATIVE DISCRETE TIME OPTIMAL CONTROL PROBLEMS

作者：Damm Tobias^*; Gruene Lars; Stieler Marleen; Worthmann Karl

来源：SIAM Journal on Control and Optimization, 2014, 52(3): 1935-1957.

DOI：10.1137/120888934

• turnpike property
• optimal control
• dissipativity
• stabilizability
• controllability
• model predictive control

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.

• 出版日期2014