Stabilization of strictly dissipative discrete time systems with discounted optimal control

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

    Research output: Contribution to journalArticleResearchpeer-review

    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.

    LanguageEnglish
    Pages311-320
    Number of pages10
    JournalAutomatica
    Volume93
    DOIs
    Publication statusPublished - 1 Jul 2018

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    Stabilization
    Social sciences
    Economics

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    Gaitsgory, Vladimir ; Grüne, Lars ; Höger, Matthias ; Kellett, Christopher M. ; Weller, Steven R. / Stabilization of strictly dissipative discrete time systems with discounted optimal control. In: Automatica. 2018 ; Vol. 93. pp. 311-320.
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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 journalArticleResearchpeer-review

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