Abstract
We consider stabilization of an equilibrium point via infinite horizon discounted optimal control in discrete-time. In addition to applications in economics and social sciences, discounted optimal control is a commonly used numerical technique guaranteeing solvability of certain classes of optimal control problems. In this paper, we present conditions based on strict dissipativity that ensure that the optimally controlled system is asymptotically stable or practically asymptotically stable. These conditions are shown to be complementary to recently proposed conditions based on a detectability property. Illustrative examples are provided.
| Language | English |
|---|---|
| Pages | 311-320 |
| Number of pages | 10 |
| Journal | Automatica |
| Volume | 93 |
| DOIs | |
| Publication status | Published - 1 Jul 2018 |
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Keywords
- discounted optimal control
- Lyapunov function
- stabilization
- strict dissipativity
Cite this
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Stabilization of strictly dissipative discrete time systems with discounted optimal control. / Gaitsgory, Vladimir; Grüne, Lars; Höger, Matthias; Kellett, Christopher M.; Weller, Steven R.
In: Automatica, Vol. 93, 01.07.2018, p. 311-320.Research output: Contribution to journal › Article › Research › peer-review
TY - JOUR
T1 - Stabilization of strictly dissipative discrete time systems with discounted optimal control
AU - Gaitsgory, Vladimir
AU - Grüne, Lars
AU - Höger, Matthias
AU - Kellett, Christopher M.
AU - Weller, Steven R.
PY - 2018/7/1
Y1 - 2018/7/1
N2 - We consider stabilization of an equilibrium point via infinite horizon discounted optimal control in discrete-time. In addition to applications in economics and social sciences, discounted optimal control is a commonly used numerical technique guaranteeing solvability of certain classes of optimal control problems. In this paper, we present conditions based on strict dissipativity that ensure that the optimally controlled system is asymptotically stable or practically asymptotically stable. These conditions are shown to be complementary to recently proposed conditions based on a detectability property. Illustrative examples are provided.
AB - We consider stabilization of an equilibrium point via infinite horizon discounted optimal control in discrete-time. In addition to applications in economics and social sciences, discounted optimal control is a commonly used numerical technique guaranteeing solvability of certain classes of optimal control problems. In this paper, we present conditions based on strict dissipativity that ensure that the optimally controlled system is asymptotically stable or practically asymptotically stable. These conditions are shown to be complementary to recently proposed conditions based on a detectability property. Illustrative examples are provided.
KW - discounted optimal control
KW - Lyapunov function
KW - stabilization
KW - strict dissipativity
UR - http://www.scopus.com/inward/record.url?scp=85044719147&partnerID=8YFLogxK
U2 - 10.1016/j.automatica.2018.03.076
DO - 10.1016/j.automatica.2018.03.076
M3 - Article
VL - 93
SP - 311
EP - 320
JO - Automatica
T2 - Automatica
JF - Automatica
SN - 0005-1098
ER -