Stabilization with discounted optimal control

Vladimir Gaitsgory; Lars Grüne; Neil Thatcher

doi:10.1016/j.sysconle.2015.05.010

Stabilization with discounted optimal control

Vladimir Gaitsgory, Lars Grüne^*, Neil Thatcher

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

47 Citations (Scopus)

Abstract

Abstract We provide a condition under which infinite horizon discounted optimal control problems can be used in order to obtain stabilizing controls for nonlinear systems. The paper gives a mathematical analysis of the problem as well as an illustration by a numerical example.

Original language	English
Article number	3932
Pages (from-to)	91-98
Number of pages	8
Journal	Systems and Control Letters
Volume	82
DOIs	https://doi.org/10.1016/j.sysconle.2015.05.010
Publication status	Published - Aug 2015

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title = "Stabilization with discounted optimal control",

abstract = "Abstract We provide a condition under which infinite horizon discounted optimal control problems can be used in order to obtain stabilizing controls for nonlinear systems. The paper gives a mathematical analysis of the problem as well as an illustration by a numerical example.",

author = "Vladimir Gaitsgory and Lars Gr{\"u}ne and Neil Thatcher",

year = "2015",

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language = "English",

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AU - Grüne, Lars

AU - Thatcher, Neil

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VL - 82

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EP - 98

JO - Systems and Control Letters

JF - Systems and Control Letters

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Stabilization with discounted optimal control

Abstract

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