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research article

On turnpike and dissipativity properties of continuous-time optimal control problems

Faulwasser, Timm  
•
Korda, Milan  
•
Jones, Colin  
Show more
2017
Automatica

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. (C) 2017 Elsevier Ltd. All rights reserved.

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Type
research article
DOI
10.1016/j.automatica.2017.03.012
Web of Science ID

WOS:000403513900034

ArXiv ID

1509.07315

Author(s)
Faulwasser, Timm  
Korda, Milan  
Jones, Colin  
Bonvin, Dominique  
Date Issued

2017

Publisher

Pergamon-Elsevier Science Ltd

Published in
Automatica
Volume

81

Start page

297

End page

304

Subjects

Dissipativity

•

Turnpike properties

•

Converse turnpike results

•

Optimal operation at steady state

•

Optimal control

•

Economic MPC

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
LA  
LA3  
Available on Infoscience
July 10, 2017
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/138924
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