EE Seminar: New results on dissipativity and the turnpike property for linear quadratic problems
(The talk will be given in English)
Speaker: Prof. Lars Gruene
Mathematical Institute, University of Bayreuth
Monday, February 12th, 2018
15:00 - 16:00
Room 011, Kitot Bldg., Faculty of Engineering
New results on dissipativity and the turnpike property for linear quadratic problems
Abstract
In recent years, the importance of the turnpike property and its relation to dissipativity have been rediscovered in the context of economic model predictive control (as explained in my talks at TAU in November 2016). Some of the main results from this area will be recalled and illustrated in the first part of this talk.
In the second part of the talk, we consider the particular case of linear quadratic optimal control problems. We show that for this class of problems the known nonlinear equivalence relations between strict dissipativity and the turnpike property can be refined and extended by means of spectral characterizations. Moreover, we will show that the turnpike property allows for estimating the effect of perturbations on the problem, as induced, e.g., by discretization errors in numerical algorithms. The resulting estimates, which also apply to infinite dimensional systems, e.g., to parabolic PDEs, allow to construct efficient numerical discretization schemes, which will be illustrated for an optimal control problem involving the heat equation.
The new results presented in the talk are based on joint work with Roberto Guglielmi (L'Aquila), Manuel Schaller and Anton Schiela (both Bayreuth)
