Dissipativity in Infinite Horizon Optimal Control and Dynamic Programming

IF 1.6 2区数学 Q2 MATHEMATICS, APPLIED

Applied Mathematics and Optimization Pub Date : 2024-02-23 DOI:10.1007/s00245-024-10103-y

David Angeli, Lars Grüne

引用次数: 0

Abstract

In this paper we extend dynamic programming techniques to the study of discrete-time infinite horizon optimal control problems on compact control invariant sets with state-independent best asymptotic average cost. To this end we analyse the interplay of dissipativity and optimal control, and propose novel recursive approaches for the solution of so called shifted Bellman Equations.

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无限视界最优控制和动态编程中的分离性

在本文中，我们将动态编程技术扩展到研究紧凑控制不变集上的离散时间无限视界最优控制问题，该问题具有与状态无关的最佳渐近平均成本。为此，我们分析了离散性和最优控制的相互作用，并提出了新的递归方法来解决所谓的移位贝尔曼方程。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Applied Mathematics and Optimization 数学-应用数学

CiteScore

3.30

自引率

5.60%

发文量

103

审稿时长

>12 weeks

期刊介绍： The Applied Mathematics and Optimization Journal covers a broad range of mathematical methods in particular those that bridge with optimization and have some connection with applications. Core topics include calculus of variations, partial differential equations, stochastic control, optimization of deterministic or stochastic systems in discrete or continuous time, homogenization, control theory, mean field games, dynamic games and optimal transport. Algorithmic, data analytic, machine learning and numerical methods which support the modeling and analysis of optimization problems are encouraged. Of great interest are papers which show some novel idea in either the theory or model which include some connection with potential applications in science and engineering.