Dissipativity in infinite-horizon optimal control : Willems' 1971 paper revisited

Publikationstyp
Conference Paper
Date Issued
2022-01-01
Sprache
English
Author(s)
Faulwasser, Timm  
Kellett, Christopher M.  
TORE-URI
https://hdl.handle.net/11420/46086
Journal
IFAC-PapersOnLine  
Volume
55
Issue
30
Start Page
49
End Page
54
Citation
IFAC-PapersOnLine 55 (30): 49-54 (2022)
Contribution to Conference
25th IFAC Symposium on Mathematical Theory of Networks and Systems, MTNS 2022  
Publisher DOI
10.1016/j.ifacol.2022.11.027
Scopus ID
2-s2.0-85144818997
Publisher
IFAC
Jan Willems introduced the system-theoretic notion of dissipativity in his foundational two-part paper which appeared in the Archive of Rational Mechanics and Analysis in 1972. Even earlier, in a likewise pivotal 1971 IEEE Transactions on Automatic Control paper, he investigated infinite-horizon least-squares optimal control and the algebraic Riccati equation from a dissipativity point of view. This note revisits infinite-horizon optimal control leveraging strict dissipativity. We discuss the interplay between dissipativity and stability properties in continuous-time infinite-horizon problems without assuming linear dynamics or quadratic cost functions. Finally, we compare our recent results from Faulwasser and Kellett (2021) to the original findings of Willems (1971).
Subjects
Dissipativity
Optimal Control
Stability
Transversality Conditions
Turnpikes
DDC Class
333.7: Natural Resources, Energy and Environment
620: Engineering