IEEE Transactions on Automatic Control, Vol.65, No.5, 2257-2264, 2020
Converse Optimality for Discrete-Time Systems
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.
Keywords:Mathematical model;Optimal control;Nonlinear dynamical systems;Discrete-time systems;Benchmark testing;Couplings;Optimal control;infinite horizon