Journal article
Stability Analysis of Discrete-Time Infinite-Horizon Optimal Control With Discounted Cost
Romain Postoyan, Lucian Busoniu, Dragan Nesic, Jamal Daafouz
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC | Published : 2017
Abstract
We analyze the stability of general nonlinear discrete-Time systems controlled by an optimal sequence of inputs that minimizes an infinite-horizon discounted cost. First, assumptions related to the controllability of the system and its detectability with respect to the stage cost are made. Uniform semiglobal and practical stability of the closed-loop system is then established, where the adjustable parameter is the discount factor. Stronger stability properties are thereupon guaranteed by gradually strengthening the assumptions. Next, we show that the Lyapunov function used to prove stability is continuous under additional conditions, implying that stability has a certain amount of nominal r..
View full abstractGrants
Awarded by ANR project "Computation Aware Control Systems"
Awarded by Program Hubert Curien-Brancusi cooperation grant, CNCS-UEFISCDI
Awarded by Campus France
Awarded by Romanian Institute for Atomic Physics (IFA), project NETASSIST
Funding Acknowledgements
This work was supported by the ANR project "Computation Aware Control Systems", ANR-13-BS03-004-02; by a Program Hubert Curien-Brancusi cooperation grant, CNCS-UEFISCDI under Contract 781/2014 and Campus France under Grant 32610SE; by the Agence Universitaire de la Francophonie (AUF) and the Romanian Institute for Atomic Physics (IFA), project NETASSIST with Contract no. 09-AUF; and by the Australian Research Council under the Discovery Projects and Future Fellowship schemes. Recommended by Associate Editor S. Miani.