An optimal stopping problem arising in almost-dissipative systems.

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Title: An optimal stopping problem arising in almost-dissipative systems.
Creator: Dower, Peter Maxwell.
Creator: School of Engineering and Mathematical Sciences.
Creator: IEEE Conference on Decision & Control. (41st : 2002 La Vegas, NV, USA)
Subject: 230119 Systems Theory and Control
Subject: 010203 Calculus of Variations, Systems Theory and Control Theory
Date: 2002.
Publisher: Piscataway, NJ : Institute of Electrical and Electronics Engineers (IEEE),
Description: This paper presents an optimal stopping time interpretation of an optimization problem that arises in the worst case analysis of systems which "almost" satisfy a dissipation property (such as systems with practical -L2gain or practical integral-input-to-integral-state stability). Using this interpretation, links between the value function for the associated optimization problem and the corresponding optimal stopping time are explored, yielding conditions for finiteness, uniqueness and an explicit formula for the optimal stopping time. Furthermore, the target set corresponding to the stopped trajectory is investigated. Two simple examples are presented.

Digital Object ID: http://dx.doi.org/10.1109/CDC.2002.1184989
ISBN: 0780375165
ISSN: 0191-2216
Format: 6 p. (p. 3982-3987).
Language: en
Rights: Open Access. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of La Trobe University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org
Rights: By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
Rights: This paper was reprinted from Proceedings of the 41st IEEE Conference on Decision and Control La Vegas, Nevada USA, December 2002, v. 4, p. 3982-3987 and may be found at http://dx.doi.org/10.1109/CDC.2002.1184989
Type: conference paper
Source: Proceedings of the 41st IEEE Conference on Decision and Control, 4: 3982-3987