On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2021-03-01 DOI:10.3934/MCRF.2020032

L. Grüne, Roberto Guglielmi

引用次数: 24

Abstract

The paper is devoted to analyze the connection between turnpike phenomena and strict dissipativity properties for continuous-time finite dimensional linear quadratic optimal control problems. We characterize strict dissipativity properties of the dynamics in terms of the system matrices related to the linear quadratic problem. These characterizations then lead to new necessary conditions for the turnpike properties under consideration, and thus eventually to necessary and sufficient conditions in terms of spectral criteria and matrix inequalities. One of the key novelty of these results is the possibility to encompass the presence of state and input constraints.

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连续时间线性二次最优控制问题收费公路性质与耗散率的关系

本文研究了连续时间有限维线性二次最优控制问题中收费公路现象与严格耗散性之间的关系。我们用与线性二次问题相关的系统矩阵来描述动力学的严格耗散性质。这些表征然后导致考虑的收费公路性质的新的必要条件，从而最终得到谱准则和矩阵不等式方面的必要和充分条件。这些结果的一个关键新颖之处在于可以包含状态和输入约束的存在。

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

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.