Stability analysis of optimal control problems with time-dependent costs

Sifeddine Benahmed, Romain Postoyan, Mathieu Granzotto, Lucian Busoniu, Jamal Daafouz, Dragan Nesic

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.