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On turnpike and dissipativity properties of continuous-time optimal control problems
Publikationstyp
Journal Article
Date Issued
2017-07-01
Sprache
English
Author(s)
Journal
Volume
81
Start Page
297
End Page
304
Citation
Automatica 81: 297-304 (2017)
Publisher DOI
Scopus ID
Publisher
Elsevier
This paper investigates the relations between three different properties, which are of importance in optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady state, and the turnpike property. We show in a continuous-time setting that if along optimal trajectories a strict dissipation inequality is satisfied, then this implies optimal operation at this steady state and the existence of a turnpike at the same steady state. Finally, we establish novel converse turnpike results, i.e., we show that the existence of a turnpike at a steady state implies optimal operation at this steady state and dissipativity with respect to this steady state. We draw upon a numerical example to illustrate our findings.
Subjects
Converse turnpike results
Dissipativity
Economic MPC
Optimal control
Optimal operation at steady state
Turnpike properties
DDC Class
004: Computer Sciences