Stabilization of strictly dissipative discrete time systems with discounted optimal control

Vladimir Gaitsgory, Lars Grüne, Matthias Höger, Christopher M. Kellett*, Steven R. Weller

*Corresponding author for this work

    Research output: Contribution to journalArticlepeer-review

    11 Citations (Scopus)

    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.

    Original languageEnglish
    Pages (from-to)311-320
    Number of pages10
    JournalAutomatica
    Volume93
    DOIs
    Publication statusPublished - 1 Jul 2018

    Keywords

    • discounted optimal control
    • Lyapunov function
    • stabilization
    • strict dissipativity

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