Séminaire d’Automatique du plateau de Saclay : Stability analysis of discrete-time infinite-horizon control with discounted cost.

Séminaire le 27 Novembre 2017, 15h00 à CentraleSupelec (Gif-sur-Yvette) Salle du conseil du L2S - B4.40
Romain Postoyan (CNRS researcher, Centre de Recherche en Automatique de Nancy)

We analyse 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 robustness. The presented approach is flexible and we show that robust stability can still be guaranteed when the sequence of inputs applied to the system is no longer optimal but near-optimal. We also analyse stability for cost functions in which the importance of the stage cost increases with time, opposite to discounting. Finally, we exploit stability to derive new relationships between the optimal value functions of the discounted and undiscounted problems, when the latter is well-defined.

This is a joint work with Lucian Busoniu (TU Cluj, Romania), D. Nesic (University of Melbourne, Australia) and J. Daafouz (CRAN, Université de Lorraine).

Bio. Romain Postoyan received the master degree (``diplôme d'ingénieur'') in Electrical and Control Engineering from ENSEEIHT (France) in 2005. He obtained the M.Sc. by Research in Control Theory & Application from Coventry University (United Kingdom) in 2006 and the Ph.D. in Control Theory from Université Paris-Sud (France) in 2009. In 2010, he was a research assistant at the University of Melbourne (Australia). Since 2011, he is a CNRS researcher at the Centre de Recherche en Automatique de Nancy (France). He serves as an Associate Editor at the Conference Editorial Board of the IEEE Control Systems Society and for the journals: Automatica, IEEE Control Systems Letters, and IMA Journal of Mathematical Control and Information.