Stabilization with discounted optimal control
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Date
2015-08
Authors
Gaitsgory, Vladimir
Grune, Lars
Thatcher, Neil
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Rights
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Rights Holder
Copyright © 2015 Elsevier B.V. All rights reserved.
Abstract
We provide a condition under which infinite horizon discounted optimal control problems can be used in order to obtain stabilizing controls for nonlinear systems. The paper gives a mathematical analysis of the problem as well as an illustration by a numerical example.
Description
Author version made available in accordance with publisher policy.
Keywords
Optimisation, Control systems, Linear programming
Citation
Gaitsgory, V., Grune, L. and Thatcher, N., 2015. Stabilization with discounted optimal control. Systems & Control Letters, 82, 91-98.