Converse Optimality for Discrete-Time Systems

Thomas Gohrt, Pavel Osinenko, Stefan Streif

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

Given an optimal value function for a discrete-time infinite-horizon optimal control problem, how does one derive a nonlinear system dynamics model, which satisfies this optimal value function? This problem is called converse optimality and was successfully addressed in the continuous-time case. There is, however, no similar derivation in the discrete-time case, and this is the purpose of this paper. A class of discrete-time systems satisfying the given optimality condition is constructed, and its properties are analyzed.

Original languageEnglish
Article number8836633
Pages (from-to)2257-2264
Number of pages8
JournalIEEE Transactions on Automatic Control
Volume65
Issue number5
DOIs
Publication statusPublished - May 2020
Externally publishedYes

Keywords

  • infinite horizon
  • Optimal control

Fingerprint

Dive into the research topics of 'Converse Optimality for Discrete-Time Systems'. Together they form a unique fingerprint.

Cite this