Stability analysis of optimal control problems with time-dependent costs
Systems and Control
2023-08-28 v2 Systems and Control
Optimization and Control
Abstract
We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general attractors are established. This work covers and generalizes the related results on discounted optimal control problems to more general systems and cost functions.
Cite
@article{arxiv.2210.07142,
title = {Stability analysis of optimal control problems with time-dependent costs},
author = {Sifeddine Benahmed and Romain Postoyan and Mathieu Granzotto and Lucian Buşoniu and Jamal Daafouz and Dragan Nešić},
journal= {arXiv preprint arXiv:2210.07142},
year = {2023}
}