Dissipativity in infinite horizon optimal control and dynamic programming

2023/05/18 by David Angeli, Angeli, David, Lars Grüne +1
Computer Science · Economics, Econometrics and Finance · #90C39 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.2305.11272

openalex publication_date 2023/05/18 · openalex created_date 2023/05/23 · openalex updated_date 2026/07/28

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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