Dissipativity in infinite horizon optimal control and dynamic programming
File(s)
Published version
Author(s)
Angeli, David
Gruene, Lars
Type
Journal Article
Abstract
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.
Date Issued
2024-04-01
Date Acceptance
2023-12-29
Citation
Applied Mathematics and Optimization, 2024, 89 (2)
ISSN
0095-4616
Publisher
Springer
Journal / Book Title
Applied Mathematics and Optimization
Volume
89
Issue
2
Copyright Statement
© The Author(s) 2024 Open Access This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article’s Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article’s Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.
License URL
Subjects
Bellman equation
Dissipativity
Dynamic programming
FORMULATIONS
Iterative method
Mathematics
Mathematics, Applied
Optimal control
Physical Sciences
Science & Technology
SYSTEMS
Publication Status
Published
Article Number
42
Date Publish Online
2024-02-23