Montag, 29. April 2019, 16:45 - 17:45 iCal

ISOR Colloquium

"Turnpike properties and strict dissipativity for linear optimal control problems"

Speaker: Roberto Guglielmi (Gran Sasso Science Inst.)

HS 7 OMP1 (#1.303, 1st floor)
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

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In the talk we present some recent results on the connection between turnpike behaviors and strict dissipativity properties for finite dimensional linear quadratic (LQ) optimal control problems. The focus is on providing characterizations of strict dissipativity and the newly introduced property of strict predissipativity in terms of the system matrices related to the LQ 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. In particular, the techniques allow to encompass the presence of state and input constraints. Finally, several examples illustrate the different turnpike behaviors of the system in the presence or absence of constraints.

The talk is based on joint works with Lars Grüne from University of Bayreuth [1,2].

[1] L. Grüne and R. Guglielmi. Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control problems. SIAM Journal on Control and Optimization (SICON), 1–21, 2018.

[2] L. Grüne and R. Guglielmi. Turnpike and strict dissipativity properties for continuous time linear quadratic optimal control problems. preprint, 2019.

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Mag. Vera Lehmwald
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38651
vera.lehmwald@univie.ac.at

Erstellt am Donnerstag, 21. März 2019, 13:03
Letzte Änderung am Mittwoch, 27. März 2019, 14:26