Turnpike Properties and Strict Dissipativity for Discrete Time Linear Quadratic Optimal Control Problems
نویسندگان
چکیده
منابع مشابه
Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control problems
We investigate turnpike behaviour of discrete time optimal control problems with linear dynamics and linear-quadratic cost functions including state and control constraints. We give necessary and sufficient conditions in terms of spectral criteria and matrix inequalities. As important tools we use the concepts of strict dissipativity and a new property called strict pre-dissipativity of a syste...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2018
ISSN: 0363-0129,1095-7138
DOI: 10.1137/17m112350x