Stabilization of strictly dissipative discrete time systems with discounted optimal control

Title: Stabilization of strictly dissipative discrete time systems with discounted optimal control
Creator: Gaitsgory, Vladimir; Grüne, Lars; Höger, Matthias; Kellett, Christopher M.; Weller, Steven R.
Relation: ARC.DP160102138 http://purl.org/au-research/grants/arc/DP160102138
Relation: Automatica Vol. 93, p. 311-320
Publisher Link: http://dx.doi.org/10.1016/j.automatica.2018.03.076
Publisher: Elsevier
Resource Type: journal article
Date: 2018
Description: 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.
Subject: stabilization; discounted optimal control; strict dissipativity; Lyapunov function
Identifier: http://hdl.handle.net/1959.13/1466936
Identifier: uon:47694
Identifier: ISSN:0005-1098
Language: eng
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