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Dissipativity and
Optimal Control
LARS GRÜNE
T
he close link between dissipativity and optimal
control is already apparent in Willems’ first articles
on the subject. Particularly, [1] (which appeared
one year before his famous dissipativity articles [2],
[3]) already contains much insight on this connec-
tion for linear quadratic (LQ) optimal control problems (see
“Summary”). Around the same time, the role of a passivity-
like variant of dissipativity for inverse optimal control of
nonlinear systems was described by Moylan and Anderson
[4], a result that triggered a significant amount of research,
Digital Object Identifier 10.1109/MCS.2021.3139724
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EXAMINING
THE TURNPIKE
PHENOMENON
with a peak of activities in the 1990s and monographs such as
those by Freeman and Kokotovic’ [5] or by Sepulchre et al. [6].
In recent years, research on the link between dissipativity
and optimal control has been revived, with a particular
focus on the turnpike phenomenon and applications in
model predictive control (MPC). This development was initi-
ated approximately 10 years ago in [7] by Diehl et al. in
which strong duality was used to construct a Lyapunov
function for the closed-loop solution resulting from an eco-
nomic MPC scheme. Soon after, it was realized in [8] that
1066-033X/22©2022IEEE
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strong duality is nothing other than strict dissipativity with
a linear storage function, and linearity of the storage func-
tion is not really needed for this result (meaning that the
same Lyapunov function can be constructed for general
nonlinear strict dissipativity). In both cases, the link between
dissipativity and optimal control lies in the fact that the run-
ning cost (or the stage cost in discrete time) serves as the
supply rate in the dissipativity formulation. Although these
results use strict dissipativity of the optimal control problem
within the MPC scheme in a formal way to obtain stability
results via an appropriate Lyapunov function, the effect of
strict dissipativity on optimal trajectories can also be ana-
lyzed in a more geometrical fashion. More precisely, general-
izing techniques that were already around in the 1990s (see,
for example, [9, Th. 4.2]), it was observed in [10, Th. 5.3 and
5.6] that strict dissipativity plus a suitable controllability
property is sufficient for the occurrence of the so-called
turnpike property. This property (first observed in mathe-
matical economy in the works of Ramsey and von Neumann
in the 1920s and 1930s [11], [12], and first called this way by
Dorfman et al. in the 1950s [13]) describes the fact that opti-
mal trajectories stay close to an optimal equilibrium most of
the time. Based on this observation, in [14]–[17], (see also [18,
Ch. 7] and [19]) the stability results from [8] could be extended
to larger classes of MPC schemes and, in addition, nonaver-
aged or transient approximate optimality of the MPC closed
loop could be established. Motivated by these new appli-
cations, the relationship of strict dissipativity to classical
notions of detectability for linear and nonlinear systems was
also clarified [20]–[22]. This article surveys these recent
developments and some of Willems’ early results.
OPTIMAL CONTROL PROBLEMS AND
(STRICT) DISSIPATIVITY
Optimal Control Problems
Consider optimal control problems either in continuous time
minimize J T (x 0, u) = #0 T , (x (t), u (t)) dt, (1)
with respect to u ! U, u (t) ! U, and x (t) ! X for all t ! [0, T],
T ! R 2 0, where U is an appropriate space of functions,
X 1 R n and U 1 R m are the sets of admissible states and
admissible control inputs, respectively, and
xo (t) = f (x (t), u (t)), x (0) = x 0, (2)
or in discrete time,
T-1
minimize J T (x 0, u) = / , (x (t), u (t)), (3)
t=0
with respect to u ! U, u (t) ! U and x (t) ! X for all t = 0, f,
T, T ! N, where U is an appropriate space of sequences, X
and U are as mentioned previously, and
x (t + 1) = f (x (t), u (t)), x (0) = x 0, (4)
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Summary
T
his article describes the manifold relationships dissipativ-
ity and optimal control, with a focus on recent develop-
ments. In the early days of dissipativity theory, the questions
“how can optimal control be used to establish dissipativity?”
and vice versa, “how can dissipativity can be used to estab-
lish (inverse) optimality?” were extensively investigated. Re-
cently, the question “what does dissipativity tell us about the
qualitative behavior of optimally controlled systems?” came
into focus. This development was triggered by the observa-
tion that dissipativity is extremely useful for the understand-
ing of (economic) model predictive control schemes, and
opened a new view on the relationship between dissipativity
and optimal control.
which is briefly written as x + = f (x, u) . Here, f : R n # R m
" R n is either the vector field in continuous time or the
iteration map in discrete time, while , : R n # R m " R is
called the running cost in continuous time and the stage cost in
discrete time. To unify the notation, we use the symbol [a, b]
in both continuous and discrete time. In continuous time, it
denotes the usual closed interval {t ! R |a # t # b}, while in
discrete time it denotes {t ! Z | a # t # b}, where Z is the
set of integers. For simplicity of exposition, this work is
limited to finite dimensional state space. However, note
that some of the results discussed in this article are also
available in infinite dimensional settings. Given an initial
value x 0 ! X, denote the set of control functions u ! U
for which x (t) ! X and u (t) ! U holds for all t ! [0, T] by
U (x 0, T) . The optimal value function is then defined as
VT (x 0) : = inf J T (x 0, u),
u ! U(x 0, T)
and a control u ) ! U (x 0, T) with corresponding trajectory
x)( ∙ ) is called optimal control for initial condition x0 and time
horizon T if
J T (x 0, u )) = VT (x 0) .
The corresponding trajectory x)( ∙ ) is then called an opti-
mal trajectory.
Dissipativity and Optimal Control
Dissipativity in the sense of Willems (as used in this article)
involves an abstract notion of energy that is stored in the
system. For each admissible state x ! R n, denote the energy
in the system by m (x) . The function m : R n " R is called
the storage function, and it is usually assumed that m is
bounded from below to avoid an infinite amount of energy
being extracted from the system. In continuous time, dissi-
pativity then demands that there exists another function,
the supply rate s : R n # R m " R, such that the inequality
m (x (x)) # m (x 0) + #0 x
s (x (t), u (t)) dt (5)
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holds for all x $ 0, all control functions u ! U (x 0, x), and all
initial conditions x 0 ! X. As in the optimal control problem
(1), x(t) is supposed to satisfy (2). In discrete time, the
demanded inequality analogously reads
x-1
m (x (x)) # m (x 0) + / s (x (t), u (t)), (6)
t=0
with x(t) satisfying (4). It appears that this discrete-time vari-
ant of (5) was first used by Byrnes and Lin in [23]. The inter-
pretation of these inequalities is as follows: they demand
that the energy m (x (x)) in the system after a certain time x is
not larger than the initial energy m (x 0) plus the integral or
sum over the supplied energy, expressed at each time instant
by s (x (t), u (t)) . In this interpretation, if s (x (t), u (t)) is nega-
tive, then negative energy is supplied, which means that
energy is extracted from the system. In continuous time, if m
is continuously differentiable then using the chain rule,
d m (x (t)) = Dm (x (t)) xo (t) = Dm (x (t)) f (x (t), u (t))
dt
can equivalently be rewritten in infinitesimal form,
Dm (x) f (x, u) # s (x, u) . (7)
In discrete time, equivalent to (6), the one-step form
m (x ) # m (x) + s (x, u) (8)
+
can be used, where the brief notation x + = f (x, u) is used.
To establish these equivalences, the inequalities (7) and (8)
need to hold for all pairs (x, u) = (x (t), u (t)) that appear in
(5) or (6), respectively. This dissipativity concept can be
related to the optimal control problem from the previous
section by setting s (x, u) := , (x, u) for the running or stage
cost , from (1) and (3), respectively. It appears that this
Available Storage and Required Supply
O ptimal control can be used to compute storage functions for
dissipative systems, provided the supply rate s and, in case
of strict dissipativity, the K 3 -function a are known. More pre-
cisely, the system is strictly dissipative if and only if the optimal
value function
V (x 0) := sup #0 T- s (x (x), u (x)) + a^ x (x) - x e h dx
T $ 0, u ! U (x 0, T)
is finite for all initial values x0. In this case, m = V is a storage
function called available storage. An analogous construction
works without a in the case of nonstrict dissipativity and with
a sum instead of the integral in the case of discrete-time sys-
tems. That V is indeed a storage function follows for any t > 0
and u t ! U (x 0, t) from the inequalities
V (x 0) = sup # T- s (x (x), u (x)) + a^ x (x) - x e h dx
T $ 0, u ! U (x 0, T) 0
$ sup # T- s (x (x), u (x)) + a^ x (x) - x e h dx
T $ t, u ! U (x 0, T) 0
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connection was first made in [1], which remarkably appeared
the year before Willems’ seminal articles [2], [3], which
introduced and discussed dissipativity in a comprehen-
sive way. More precisely, in [1], continuous-time, linear,
controllable dynamics f (x, u) = Ax + Bu and quadratic run-
ning cost , (x, u) = x T Qx + 2u T Cx + u T Ru without any defi-
niteness assumption on Q and R, are studied. The article
provides necessary and sufficient conditions for the exis-
tence of a storage function m in terms of the finiteness of
optimal value functions of certain related optimal control
problems. These characterizations led to the concepts of
available storage and required supply, which are described in
“Available Storage and Required Supply.” What is impor-
tant here is that these characterizations involve constraints
on the asymptotic behavior of the optimal control problems
under consideration. This already indicates the fundamen-
tal connection between dissipativity and the long-term
behavior of optimal trajectories, an inspiring research topic
until today (as recent publications such as [24] show).
Dissipativity and Inverse Optimal Control
Passivity is a particular case of dissipativity with supply rate
s (x, u) = u T y = u T h (x) or variants thereof, where y = h (x) is
the output of the system. As stated in the introduction of [2],
Willems introduced dissipativity as a “generalization of
the concept of passivity.” The link between passivity and
inverse optimal control goes back to [4]. It is described here
following the presentation in [6, Sec. 3.3]. To this end, con-
sider the continuous-time functional (1) on the infinite
time horizon, that is, with T = 3 and a running cost , of
2
the form , (x, u) = ,t (x) + u . Consider, moreover, dynam-
ics (2) with f of the form f (x, u) = f1 (x) + f2 (x) u. Then, there
exists a cost function ,t $ 0 such that the feedback control
$ #0 t- s (x (x), ut (x)) + a^
+ sup
x (x) - x e hdx
# T-- ts (x (x), u (x)) + a^ x (x) - x e h dx
T $ 0, u ! U (x (t), T - t) t
#0 t- s (x (x), ut (x)) + a^ x (x) - x e h dx + V (x (t)),
=
which implies (9) for m = V. If each x ! R n can be reached from
the equilibrium xe, then another optimal control characterization
of a storage function is given by the required supply. In this
case, define
V (x) := inf # T s (x (x), u (x)) - a^ x (x) - x e h dx.
T $ 0, u ! U (x 0, T): 0
x (0) = x e, x (T) = x
Then, strict dissipativity holds if and only if V is bounded from
below and, again, m = V is a storage function. Here, the storage
function property follows from the fact that steering from xe to
x(t) via x0 cannot be cheaper than steering from xe to x(t) in the
optimal way. For details on both constructions, refer to [2].
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The term inverse in inverse optimality stems from the fact that the cost
function ,t is not known but, instead, only implicitly defined by f and k.
u = - k (x) is optimal and stabilizing if and only if the
closed-loop system
xo (t) = f1 (x (t)) + f2 (x (t)) u (t)
y (t) = k (x)
is zero-state detectable and dissipative with supply rate
s (x, u) = u T k (x) + (1/2) k (x) T k (x) and continuously differen-
tiable storage function m. Here zero-state detectability means
that every solution with u / 0 and y / 0 behaves like a solu-
tion of an asymptotically stable system. The term inverse in
inverse optimality stems from the fact that the cost function
,t is not known but, instead, only implicitly defined by f and
k (for details, refer to the references cited). Rather than speci-
fying ,t and deriving k, one specifies or designs k and derives
,t. One may then ask why inverse optimality is an important
property, given that one has only limited control about what
is actually optimized by the feedback law k. The answer is
that optimal feedback laws have a range of beneficial prop-
erties, above all related to robustness (refer to [5] and [6] and
the references therein for details). The fact that k is a stabiliz-
ing feedback law is crucial for this result. Hence, again, there
is a connection between dissipativity and the long-term
behavior of optimal trajectories. In summary, the two classi-
cal lines of research
»» revealed that optimal control problems can indicate
whether dissipativity holds (for example, via the avail-
able storage or the required supply)
»» showed that dissipativity conditions on stabilizing
feedback laws imply that they solve an optimal con-
trol problem for a suitable cost function.
The recent renaissance of the investigation of the link
between dissipativity and optimal control, which is described
in the remainder of this article, investigates a third aspect.
Namely, its goal is to
»» use dissipativity to make statements about the long-
time behavior of optimal and near-optimal trajectories.
Before turning to the description of this recent devel-
opment, a stricter variant of the dissipativity property
is introduced.
Strict Dissipativity
Strict dissipativity is simply dissipativity with storage function
s (x, u) - a ^ x - x e h
in place of s(x, u), where a ! K 3 with
K 3 := {a : [0, 3) " [0, 3)|a c ontinous, strictly increasing,
unbounded, and a (0) = 0}
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and xe is an equilibrium of the control system, that is, there
is a control value ue with f (x e, u e) = 0 in continuous time
and f (x e, u e) = x e in discrete time. Written explicitly, the cor-
responding dissipation inequalities read
#0 s (x (t), u (t)) - a ^ x (t) - x e h dt (9)
x
m (x (x)) # m (x 0) +
and
/ s (x (t), u (t)) - a^ x (t) - x e h . (10)
x-1
m (x (x)) # m (x 0) +
t=0
The infinitesimal or one-step versions (7) and (8) of
these inequalities then become
Dm (x) f (x, u) # s (x, u) - a ^ x - x e h (11)
and
m (x ) # m (x) + s (x, u) - a ^ x - x h, 
+ e
(12)
respectively. For some applications, it is necessary to use
a ( (x, u) - (x , u ) ) in place of a ^ x - x h . In this case, one
e e e
speaks about strict (x, u)-dissipativity. It is easily shown that
(9) and (10) are more demanding than (5) and (6), respec-
tively, as they not only demand that the energy difference
m (x (t)) - m (x 0) is bounded by the integral or sum over the
supplied energy s, but that some of the energy is actually
dissipated if the system is not in the equilibrium xe and the
amount of dissipated energy increases the further away the
state x (x) is from xe. At first glance, it seems that the differ-
ence between strict and nonstrict dissipativity is only quan-
titative. Indeed, it follows readily from the definition that if
the system is dissipative with supply s(x, u), then it is strictly
dissipative with supply s (x, u) + a ^ x h . However, if the
supply function s is not merely a parameter that is played
with but a function that results from some modeling proce-
dure, then there is both a quantitative and qualitative differ-
ence between strict and nonstrict dissipativity. This applies
for the setting in which s is derived from the running or
stage cost , of an optimal control problem, that is, when
s = ,. When using strict dissipativity for the analysis of the
control system’s behavior, it is often necessary to demand
s (x e, u e) = 0, as shown in the next section. In general, this is
a restrictive condition. However, it is not restrictive in the
case where s is derived from the optimal control problem.
This is because the optimal trajectories for the cost , (x, u)
are the same as for the cost , (x, u) - , (x e, u e) . It is thus conve-
nient and not restrictive to use the supply rate
s (x, u) = , (x, u) - , (x e, u e) . (13)
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THE TURNPIKE PROPERTY
The turnpike property demands that optimal trajectories
(and in some variants, also near-optimal trajectories) stay
in the vicinity of an equilibrium xe most of the time. Of
course, this statement must be made mathematically pre-
cise to analyze it mathematically. The meaning of “most of
the time” is that the amount of time the trajectory spends
outside a given neighborhood of the equilibrium xe is
bounded, and the bound is independent of the optimiza-
tion horizon and of the initial condition (at least for the ini-
tial conditions contained in a bounded set). This article
focuses on the turnpike property for finite-horizon optimal
control problems. Refer to [25] for an infinite-horizon ver-
sion and the relationship between the finite- and infinite-
horizon cases and to [24] for the impact of dissipativity
on infinite-horizon optimal control. Formally, an optimal
5.5
5 X = [0, 10], U = [0.01, 10],
4.5
4
3.5
3
x ∗(t )
control problem has the turnpike property if there is an equi-
librium xe such that for any f > 0 and K > 0, there is a C > 0
such that for all time horizons T > 0 and all optimal trajec-
tories x)( ∙ ) with x ) (0) ! B K (x e) + X, the set of times
! B f (x e)}
Q := {t ! [0, T] |x ) (t) Y
satisfies Q # C. Here, Q is the Lebesgue measure of Q in
continuous time or the number of elements contained in Q
in discrete time, and B K (x e) and B f (x e) denote the balls
around xe with radii K and f, respectively. Figure 1 depicts
the sketch of a trajectory exhibiting the turnpike phenome-
non. The set Q contains seven time instants, which are
marked with short, red vertical lines on the t-axis. The equi-
librium xe is represented by the blue dashed line. Figure 2
shows optimal trajectories for varying time horizons
T = 5, 7, f, 19 for two simple, 1D, discrete-time, optimal
control problems. The first problem is given by
x + = u, , (x, u) = - log (5x 0.34 - u),
(14)
and the second by
x + = 2x + u, , (x, u) = u 2, X = [- 2, 2], U = [- 3, 3] . (15)

The model (14) is an optimal investment problem from

2.5
Bε (x e )

[26], in which x denotes the investment in a company, and

2
5x 0.34 is the return from this investment (including the
1.5
investment itself) after one time period. As x + = u is the
1
investment in the next time period, 5x 0.34 - u is the amount
0.5
of money that can be used for consumption in the current
0
0 5 10 15 20 25 time period, and the optimal control problem thus models
t the maximization of the sum of the logarithmic utility func-
tion log (5x 0.34 - u) over the time periods. Clearly, it is opti-
FIGURE 1 An illustration of the turnpike property in discrete time.
mal to spend all the available money until the end of the
The set Q contains seven time instants, which are marked with
short, red, vertical lines on the t-axis. The equilibrium xe is repre- time horizon T, which is why all optimal trajectories end at
sented by the blue dashed line. x = 0. However, in between, the trajectories spend most of

5.5
5 1.8
4.5 1.6
4 1.4
3.5 1.2
3 1
x ∗(t )

x ∗(t )

2.5 0.8
2 0.6
1.5 0.4
1 0.2
0.5 0
0 –0.2
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
t t
(a) (b)

FIGURE 2 (a) The optimal trajectories for example (14) and (b) the optimal trajectories for example (15) for time horizon length T = 5, 7, f, 19.

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the time near the equilibrium x e . 2.2344, that is, it exhibits
the turnpike property. Why this occurs is explained later.
The task modeled in the second example is to keep the
state of the system in X with as little quadratic control effort
, (x, u) = u 2 as possible. In the long run, it is beneficial to stay
near x e = 0 because the control effort for staying in X is very
small near this equilibrium. Thus, it makes sense for the
optimal trajectories to stay near x e = 0 for most of the time.
At the end of the horizon, however, it is beneficial to turn off
the control completely because this entirely reduces the con-
trol effort to zero and does not violate the state constraint
(provided that the control is turned off sufficiently late).
In Figure 2(a) and (b), it is clearly visible that the number of
states outside a neighborhood of the respective equilibrium
(indicated by the blue dashed line) remains constant with
increasing horizon length, which is exactly what the turnpike
property demands. These examples show that the turnpike
property appears in very simple problems. It is, however,
known that it also occurs in much more complicated prob-
lems, including optimal control problems governed by par-
tial differential equations; [27]–[34] is just a small selection of
recent references where this is investigated. Interestingly, the
two examples exhibit a particular form of the turnpike prop-
erty, in which the exceptional points (that is, the points cor-
responding to the times in Q) lie only at the beginning and at
the end of the time interval. One speaks of the approaching arc
at the beginning and the leaving arc at the end of the time
horizon. Although the general definition of the turnpike
property allows for excursions from xe also in the middle of
the time interval (as indicated in the sketch in Figure 1), these
do not appear in the two examples. The reason for this will be
explained in the next section.
The optimal trajectories in Figure 2(a) and (b) nicely
illustrate the source of the name turnpike property, which
was coined in [13]: The behavior of the optimal trajectory is
similar to a car driving from the initial to the endpoint,
where the equilibrium—that is, the blue dashed line—
plays the role of a highway (or turnpike as highways are
called in parts of the United States). If the time is suffi-
ciently large, it is beneficial to first go to the highway (even
if this is associated with some additional cost), stay there
for most of the time, and then leave the highway at the end.
There may be different reasons for the occurrence of the
leaving arc. A constraint x (N) = xt may be imposed for the
terminal state, which forces the trajectory to leave the turn-
pike, or it may simply be beneficial to leave the turnpike
because this reduces the cost of the overall trajectory. As no
terminal constraints are imposed, the latter must be the
case in these examples, and it is actually easy to check that
this is the case. Besides the definition given previously,
there are a number of alternative definitions of the turn-
pike property. A widely used variant is the exponential turn-
pike property, which demands an inequality of the type
x ) (t) - x e # C ^e - vt + e - v (T - t)h
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for all t ! [0, T] with constants C, v 2 0. It is easily shown
that this property implies the aforementioned turnpike
property (as for each f 2 0, x 2 0 with C ^e - v 1 t + e - v 2 (T - t)h 1 f
for all t ! [x, T - x] exists, regardless of how large T is).
Another variant demands the turnpike behavior not only
for the optimal trajectories x)( ∙ ), but also for all trajectories
corresponding to control functions satisfying J (x 0, u) #
V (x 0) + d, that is, for all near-optimal trajectories. For even
more variants and a historic discussion of the turnpike
property, refer to the recent survey in [35].
Strict Dissipativity and the Turnpike Property
Under a boundedness assumption on the optimal value
functions, it is fairly easy to prove that strict dissipativity
implies the turnpike property. The boundedness assumption
demands that there are a K 3 -function c and a constant C > 0,
such that the optimal value and the storage functions satisfy
VT (x) - VT (x e) # c ^ x - x e h + C and
m (x) # c ^ x - x h + C (16)
e
for all x ! X and all T $ 0. The first condition can be ensured
by a reachability condition: if the equilibrium xe can be
reached from every x ! X with costs that are bounded in
bounded subsets of X, then the inequality for VT (x) - VT (x e)
can be established for all T > 0; for details, see [10, Sec. 6]. The
derivation of the turnpike property is illustrated under these
boundedness assumptions in the discrete-time setting; refer
to [36, Sec. 2] for a continuous-time version of this result.
Using (10) and (13) and choosing D > 0 such that m (x) $ - D
for all x ! X yields
T- 1
J (x 0, u) = / , (x (t), u (t))
t= 0
/ a^ x (t) - x e h + T, (x e, u e) - m (x 0) + m (x (T))
T- 1
$
t= 0
/ a^ x (t) - x e h + T, (x e, u e) - m (x 0) - D.
T- 1
$
t= 0
Moreover, using the constant control u / u e yields
T- 1
VT (x e) # J T (x e, u) = / , (x e, u e) = T, (x e, u e) .
t= 0
Together, this implies for x = x ) with x ) (0) = x 0,
c ^ x 0 - x h + C $ VT (x 0) - VT (x )
e e
/ a^ x ) (t) - x e h - m (x 0) - D.
T- 1
$
k= 0
Given an arbitrary f 2 0, if x ) spends too much time
outside B f (x e), then this inequality is violated. From this
fact, the existence of the constant C in the turnpike prop-
erty can be concluded. The inequalities in (16) are needed to
ensure that the constant C in the turnpike property depends
only on the size K of the ball B K (x e) containing x0 and not
APRIL 2022 « IEEE CONTROL SYSTEMS 79
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on the individual initial value x0. It is easily confirmed that
both examples (14) and (15) are strictly dissipative, the
former with the storage function m (x) = a (x - x e) /x e and
the latter with the storage function m (x) = - x 2 /2. This
explains why the turnpike behavior is observed in these
examples. Note that in both examples, the boundedness of
X is important to ensure that m is bounded from below on
X. With a more involved proof, strict dissipativity with
suitable bounds on the problem data can also be used to
obtain an exponential turnpike property [37]. Alternatively,
the exponential turnpike property can be established using
necessary optimality conditions (refer to [27], [31], [34], and
[38] for a selection of articles in this direction). However,
the strict dissipativity-based approach has the advantage
that it works for arbitrary nonlinearities, while the optimal-
ity condition-based approach is typically limited to linear
systems or to small nonlinearities via linearization argu-
ments. The approach based on optimality conditions, in
turn, has the advantage that it also provides a turnpike
property for the adjoint states. For the dissipativity-based
approach, such an implication is, thus far, known only for
the particular case of a so-called interval turnpike prop-
erty, in which the solutions are required to stay near the
turnpike during a sufficiently large interval of time [39].
The fact that strict dissipativity implies the turnpike
property immediately raises the question of how much
stronger strict dissipativity is than the turnpike property.
The answer lies in the observation that the inequality
chain mentioned previously can also be used for establish-
ing the turnpike property for trajectories and controls that
are not strictly optimal but only satisfy the inequality
J T (x 0, u) # VT (x 0) + d, that is, they are near optimal. In other
words, a near-optimal turnpike property is obtained. For sys-
tems that are locally controllable in a neighborhood of xe
and controllable to this neighborhood from all x ! X, it was
shown in [40] that in discrete time, strict dissipativity is
equivalent to the near-optimal turnpike property. To the
best of the author’s knowledge, results in this generality are
not yet known in continuous time. However, results under
the stronger assumptions that the turnpike is exact or that
the running cost , is locally positive definite with respect to
(x e, u e) can be found in [36, Sec. 4]. Interestingly, the proof of
the equivalence in discrete time relies on a similar equiva-
lence result for plain (that is, nonstrict) dissipativity. In [41]
(for discrete-time systems) and in [36] (for continuous-time
systems), it was shown that, again, under a local controlla-
bility assumption, dissipativity is equivalent to the fact that
the average cost for all admissible u satisfies the inequality
liminf 1 J T (x 0, u) $ , (x e, u e), (17)
T"3 T
a property known as optimal operation at steady state. Strict
dissipativity also explains why optimal trajectories exhib-
iting the turnpike property typically look as they do in
Figure 2 and rarely as they do in Figure 1. The reason is that
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a similar inequality as mentioned previously shows that an
excursion from the equilibrium xe followed by a return to xe
results in costs that are significantly higher than staying in
xe. Under the assumption that the optimal values are con-
tinuous near xe (in the sense that the optimal value function
near xe has roughly the same values as in xe —a property
that can again be rigorously established for locally control-
lable systems), this implies that such excursions will not
happen in (near-)optimal trajectories. In contrast, an excur-
sion from the equilibrium xe can be cheaper than staying in
xe if the solution does not return to xe after the excursion.
This is precisely the effect that creates the leaving arc of the
optimal trajectories. As the gain that can be obtained from
the leaving arc is bounded by the value of the storage func-
tion m (x (T)) at the terminal state of the trajectory, it is
important that m is bounded from below. Indeed, (15) would
cease to be strictly dissipative if X = [- 2, 2] was changed to
X = R. In this case, it is easily shown that the optimal trajec-
tories would tend to !3 (with optimal control u ) / 0)
instead of staying near x e = 0 most of the time, that is, the
turnpike property also ceases to exist.
Related Properties
Strict dissipativity generalizes a lot of well-known properties
for optimal control problems, ensuring a certain asymptotic
behavior for the optimal trajectories. First, it is easily seen that
strict dissipativity holds with storage function m / 0 for any
cost function , satisfying , (x e, u e) = 0 and , (x, u) $ a ^ x - x e h
for all x ! X and u ! U. In the case of a quadratic cost
, (x, u) = (x - x e) T Q (x - x e) + (u - u e) T R (u - u e),
this amounts to requiring that Q is positive definite. For
LQ problems with dynamics f (x, u) = Ax + Bu, generalized
quadratic cost
, (x, u) = x T Qx + u T Ru + q T x + r T u
with Q = C T C, and no state constraints (that is, X = R n ),
strict dissipativity is equivalent to detectability of the pair
(A, C) (that is, all unobservable eigenvalues μ of A satisfy
Re n 1 0 in continuous time or n 1 1 in discrete time). If X
is bounded with xe in its interior, then strict dissipativity is
equivalent to all unobservable eigenvalues μ of A satisfying
Re n ! 0 in continuous time or n ! 1 in discrete time (see
[20] and [21] for proofs in discrete and continuous time,
respectively). Note that the last criterion applies to (15).
Although previously cited results apply to problems in
which the R-matrix is positive definite, some of the implica-
tions were also proven in the indefinite case [42]. This article
also extends the analysis in [20] to quadratic costs including
cross terms of the form xTSu by using a transformation of a
cost function with cross terms into one without such terms.
For nonlinear costs, it can be shown that strict dissipativity
holds if f is affine and , is strictly convex, a criterion that
applies to (14). In this case, the storage function can be chosen
as a linear function m (x) = p T x, where p ! R n is the Lagrange
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multiplier of the optimization problem for determining the
optimal equilibrium, that is, in discrete time
min , (x, u) s.t. f (x, u) = x.
(x, u) ! X # U
A proof can be found in [37], and it is straightforward to
apply the statement and proof in continuous time. Note
that this fact was known and used before [7]. However, an
earlier reference to a formal proof could not be found. Note
that a linear function of the form m (x) = p T x is, in general,
not bounded from below, as required from a storage func-
tion. Hence, appropriate state constraints must be imposed
to guarantee strict dissipativity. For fully nonlinear dis-
crete-time systems, as shown in [22], strict dissipativity also
follows from nonlinear detectability notions, such as the
one introduced in [43] or input–output-to-state stability
[44]. The former connection is briefly explained. The non-
linear detectability condition from [43] demands the exis-
tence of a nonnegative function W : X " R $ 0 and K 3
functions ai, i = 1, f, 3 such that the inequalities
W (x) # a 1 ^ x - x e h
W ( f(x, u)) - W (x) # - a 2 ^ x - x e h + a 3 (, (x, u))
hold for all x ! X and u ! U. In this setting, , (x, u) $ 0 is
assumed for all x ! X and u ! U as well as , (x e, u e) = 0,
which is consistent with the fact that detectability applies
to optimal control problems that are designed for stabiliz-
ing a given equilibrium (here, xe). Under a growth assump-
tion on a3 (which holds without loss of generality if , is
bounded on X # U ), it was shown in [22] that for an appro-
priately chosen t ! K 3, m = t & W is a storage function cer-
tifying strict dissipativity for the supply rate s (x, u) = , (x, u) .
Conversely, if the problem is strictly dissipative and
e
m (x ) # m (x) for all x ! X, then the problem is also detect-
able with W (x) = m (x) - m (x e) . As mentioned previously,
these results are in discrete time and we are not aware of
the existence of continuous-time counterparts, although we
surmise that such a result should be feasible.
Verifying (Strict) Dissipativity of
Optimal Control Problems
As (strict) dissipativity of optimal control problems has
many useful applications, it is of course desirable to be able
to verify whether an optimal control problem has this prop-
erty. If none of the sufficient structural conditions discussed
in the previous section can be used for this purpose, then
other methods must be applied. To this end, a couple of algo-
rithmic approaches were developed in the last few years.
The conceptually simplest approach relies on the relation-
ship between strict dissipativity and the turnpike property.
One can simply solve the optimal control problem numeri-
cally for different initial conditions and time horizons and
check whether the turnpike property holds, which is very
easy to observe. This already yields a good indication of
whether strict dissipativity may hold. However, it is (of
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course) only an indication and not a rigorous check. A rigor-
ous check can be obtained by computing a storage function
m numerically. Given the conceptual similarity between stor-
age functions and Lyapunov functions, it seems plausible
that most computational techniques for Lyapunov functions
(for a survey see, for example, [45]) can be modified for
computing storage functions. A method for which this has
already been done is the sum-of-squares approach, which
was applied for the computation of storage functions in [46]
in continuous time and in [47] in discrete time. The main
bottleneck of this approach—and of most other numerical
approaches for computing Lyapunov-like functions—is the
fact that the computational effort of the methods grows rap-
idly with the space dimension of the problem. This is the
so-called curse of dimensionality. This problem vanishes for
linear-quadratic problems because one can always resort to
linear-quadratic storage functions, which can be efficiently
computed using linear matrix inequality techniques [48].
Recently, a purely data-driven approach for verifying dissi-
pativity for this setting was developed [49].
For general nonlinear problems, a promising way appears
to be the use of approximation architectures that can over-
come the curse of dimensionality, such as deep neural net-
works. These architectures are provably able to compute
approximate solutions of certain partial differential equa-
tions in high space dimensions [50], [51], and it was recently
shown that the same is true for Lyapunov functions [52]. Of
course, this cannot work in general but only under suitable
structural properties of the problem under consideration.
However, there is hope that these are related to well-known
system theoretic properties (such as small-gain conditions in
the case of [52]), which are well understood. It is quite likely
that progress in this direction will soon be seen, particularly
in connection with reinforcement learning approaches.
AN APPLICATION: MODEL PREDICTIVE CONTROL
MPC, as described in “Model Predictive Control,” is a
highly popular control method in which the computation-
ally challenging solution of an infinite-horizon optimal
control problem is replaced by the successive solutions of
optimal control problems on finite time horizons. As des­­
cribed in “Model Predictive Control,” this induces an error
that can be analyzed by employing strict dissipativity of
the optimal control problem.
Stability Analysis
Strict dissipativity is useful for two important aspects of
this analysis. The first aspect is stability analysis. In gen-
eral, it is not clear that the MPC closed-loop solutions will
exhibit stability-like behavior. However, under the assump-
tion that strict dissipativity holds, an auxiliary optimal
control problem can be defined by using the modified or
rotated running or stage cost
,u (x, u) := , (x, u) - , (x e, u e) - Dm (x) f (x, u)
APRIL 2022 « IEEE CONTROL SYSTEMS 81
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in continuous time or
,u (x, u) := , (x, u) - , (x e, u e) + m (x) - m ^ f (x, u) h
in discrete time. It is immediate from the strict dissipa-
tivity inequalities (11) or (12) that this modified stage
cost is positive definite at xe, that is, it satisfies u, (x e, u e) = 0
and ,u (x, u) $ a ^ x - x e h . Thus, if we consider the optimal
control problems (1) or (3) with ,u in place of , , it forces
the optimal solutions to approach xe. Denote the corre-
sponding functional and optimal value function by uJ T
and Vu T, respectively, and the optimal solution by xu ) ( ∙ )
By either adding a terminal cost Fu with suitable properties
Model Predictive Control
M odel predictive control (MPC) is one of the most success-
ful optimization-based control techniques, with ample
applications in industry [73], [74]. MPC is described here in
discrete time, noting that the adaptation to continuous time
is relatively straightforward. For further reading, refer to the
monographs in [18] and [55]. In many regulation problems, the
goal is to solve the infinite-horizon optimal control problem
3
minimize J 3 (x 0, u) = / , (x (t), u (t)) (S1)
k= 0
with respect to u ! U, u (t) ! U and x (t) ! X for all t = 0, 1, 2, f,
where U is an appropriate space of sequences, X and U are
as mentioned, and x(t) satisfies x (0) = 0 and (4). Unless the
problem has a very particular structure (as, for example, lin-
ear dynamics, quadratic costs, and no constraints), a closed-
form solution of (S1) is usually not available, and (due to the
infinite time horizon) a numerical solution is very costly to
obtain, particularly if one wants to obtain the optimal control
in feedback form (that is, in the form u ) (t) = F (x (t)) for a suit-
able map F). The key idea of MPC now consists of truncating
the optimization horizon and, instead of (S1), solve (3) or a
variant thereof. This variant may include additional terminal
constraints of the form x (T) ! X 0 and/or a terminal cost of the
form F (x (T)) as an additional summand in J T . The MPC loop
then proceeds as
1) Select an initial value x MPC (0) and a time horizon T. Set
k := 0.
2) Set x 0 := x MPC (k) and solve (3) with this initial value. De-
note the resulting optimal control sequence by u)( ∙ ) and set
FMPC (x MPC (k)) := u ) (0) .
3) Apply FMPC (x MPC (k)), measure x MPC (k + 1), set k := k + 1,
and go to 2).
The resulting solution x MPC (t) is called the MPC closed-
loop solution, while the individual open-loop finite-horizon
optimal solutions computed by solving (3) in step 2 are
called the predictions. Figure S1 presents a schematic
sketch of the resulting solutions loop. Here the red solid
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to uJ T (compare, for example, [53], [54], and [55, Ch. 2], [18,
Ch. 5]) or by imposing conditions that ensure that Vu T is
close to Vu 3 for sufficiently large T (compare, for example,
[43] or [18, Ch. 6]), it can be proven that Vu T is a Lyapunov
function for the MPC closed loop. However, this is true
only if ,u is used as the running or stage cost in the MPC
scheme. This, however, is often not practical because the
storage function may not be known and is difficult to
compute. In this case, it is desirable to keep the original
cost , in the optimal control problem. In case the run-
ning or stage cost , , together with the terminal cost
F, is used, the trick is to define ,u as mentioned and
Fu : = F + m. Then, the optimal control problems using ,
x MPC(t )
t
0 1 2 3 4 5 6
FIGURE S1 A sketch of the solutions generated in the model
predictive control (MPC) loop. The solid red line depicts the
MPC closed-loop solution, while the black dashed lines indi-
cate the predictions. The figure sketches the ideal case in
which the closed-loop dynamics exactly coincide with the
dynamics used to compute the predictions.
line depicts the MPC closed-loop solution, while the black
dashed lines indicate the predictions. The figure shows the
ideal case in which the closed-loop dynamics exactly co-
incide with the dynamics used to compute the predictions.
Note that by means of the dynamic programming principle
(see [18, Th. 4.6]), the solution strategy “solve the optimal
control problem and use the first element of the resulting
optimal control sequence as feedback control value” would
yield an optimal feedback law if the infinite-horizon problem
(S1) in step 2 was solved. However, by resorting to the (nu-
merically much more easy to obtain) solution of the finite-
horizon problem (3) in step 2, an error is made that must be
analyzed. The MPC for stage costs considered in this ar-
ticle, which do not merely penalize the distance of the state
from a desired steady state, is often denoted as economic
MPC (although the term general MPC would probably be
more fitting). In any case, strict dissipativity of the optimal
control problem plays an important role in the analysis of
such MPC schemes.
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and F produce the same optimal solutions as the one
using ,u and Fu , and the analysis described in the previ-
ous paragraph can be used, without the need to actually
compute ,u and Fu . This is because the conditions on the
terminal cost needed to make Vu T a Lyapunov function
can be formulated directly for F without having to use
(or even to know) m. The resulting required inequality
for F is of the form
DF (x) f (x, u) # - , (x, u) + , (x e, u e) (18)
in continuous time and
F ^ f (x, u) h # F (x) - , (x, u) + , (x e, u e) (19)
in discrete time, which must hold for all x in the terminal
constraint set X 0 and a control value u (depending on x),
which is such that the solution does not leave X 0 . As the
optimal control problems with ,u and Fu on one side and with
, and F on the other side produce the same optimal solu-
tions, the MPC closed loops resulting from the two problems
also coincide, and Vu T can again be used as a Lyapunov func-
tion to conclude asymptotic stability. This trick was first pro-
posed in [7] and then refined in [8]. Figure 3 shows the MPC
closed-loop trajectories and the corresponding predictions
for (15) using the terminal constraint set X 0 = {0} and the ter-
minal cost F / 0. In many cases, it may be difficult to find a
terminal cost F that meets the required condition (18) or (19).
Although the trivial choice X 0 = {x e} and F / 0 always satis-
fies (18) or (19), this choice of X 0 may cause problems in the
numerical optimization and result in a small set of feasible
states for (1) or (3) when the terminal condition x (T) ! X 0
is added. It may thus be attractive to drop the terminal
constraint X 0 and costs F and Fu . In this case, however, the
trick of enforcing identical solutions of the optimal control
problems with , and with ,u by setting Fu : = F + m is no longer
applicable. In fact, without terminal costs, the optimal trajec-
tories and controls of the problem with , and with ,u no
longer coincide. However, they may still coincide approxi-
mately in a suitable sense.
To establish this property, assume that the storage func-
tion m and the optimal value functions V T and Vu T are
continuous in xe, uniformly in T (the former is not very
restrictive as m is often a polynomial and the latter can again
be ensured by local controllability, see [10, Sec. 6]). Both the
problem with cost , and the problem with cost ,u are strictly
dissipative and thus exhibit the turnpike property. From
this, it can be concluded that for any two optimal trajecto-
ries x ) ( ∙ ) and xu ) ( ∙ ) starting in the same initial value x0,
there will be a time x such that they satisfy xu ) (x) . x e and
x ) (x) . x e, where the error hidden in “ . ” tends to zero
as the horizon T increases. Together with the continuity
assumption on the optimal value function, this implies that
the cost of the two trajectories on the time interval [0, x] is
almost identical. This can finally be used to conclude that
Vu T is an approximate Lyapunov function, from which prac-
tical asymptotic stability (that is, asymptotic stability of a
neighborhood of xe, which shrinks to {x e} when T increases)
can finally be concluded. The details of this reasoning were
originally derived in [10] and [14] in discrete time and [15] in
continuous time. A concise presentation can be found in [18,
Sec. 8.6] or [19, Sec. 4].
Figure 4 shows the MPC closed-loop trajectories and the
corresponding predictions for example (15) without any ter-
minal conditions. In comparison to Figure 3, the merely

2 2
1.8 1.8
1.6 1.6
1.4 1.4
1.2 1.2
x MPC(t )

x MPC(t )

1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 2 4 6 8 10 12 14 16 18 0 2 4 6 8 10 12 14 16 18 20
t t
(a) (b)

FIGURE 3 The model predictive control closed-loop trajectories (solid red) and predictions (black dashed) for (15) using the terminal
constraint set X 0 = {0}, terminal cost F / 0, and (a) horizon T = 3 and (b) T = 5. Note that the terminal constraint x(T) = 0 forces all pre-
dictions to end in x e = 0.

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practical asymptotic stability of the equilibrium x e = 0 is 3

clearly visible as the red closed-loop solution does not con-

verge to the equilibrium x e = 0 but only to a neighborhood
of this equilibrium (which becomes smaller as T increases).
Note that under stronger assumptions than strict dissipa-
tivity, stronger stability statements can be made for MPC
without terminal conditions. For instance, under the non-
linear detectability condition discussed in the previous
section and suitable bounds on the optimal value function,
it was shown in [43] that true (as opposed to merely practi-
cal) asymptotic stability of xe for the MPC closed loop can
be expected for sufficiently large T. For positive-definite
costs, different ways of estimating the length of the horizon
T needed for obtaining asymptotic stability were proposed
in [56]–[59] (see also [18, Ch. 6]). For LQ problems, it was
shown in [60] that for indefinite problems that yield asymp-
totically stable optimal solutions, it is always possible to
find an equivalent LQ problem with positive-definite costs,
to which these results are applicable. Finally, under suitable
conditions, true asymptotic stability can also be enforced
using linear terminal costs, which are much simpler than
those in (18) or (19) and derived from the adjoints of the
optimal control problem [61].
Performance Analysis
As MPC relies on the solution of optimal control prob­lems,
it seems reasonable to expect that the MPC closed loop also
enjoys certain optimality properties. This is the second
aspect of the analysis of MPC schemes where dissipativity
is helpful. To this end, denote the MPC closed-loop trajec-
tory by x MPC (t) and the corresponding control by u MPC (t) .
Then, different measurements for the closed-loop cost can
be defined: The infinite-horizon performance
J MPC
3 (x 0) := / , (x MPC (t), u MPC (t))
t= 0
would be the “natural” measurement if MPC is considered
an approximation to an infinite-horizon problem. How-
ever, as the infinite sum may not converge, other measure-
ments are also considered. We also consider the finite-horizon
closed-loop performance
S- 1
J MPC
S (x 0) := / , (x MPC (t), u MPC (t)) (20)
t= 0
and the averaged infinite-horizon performance
Jr MPC
3 (x 0) := limsup 1 J SMPC (x 0) .
S"3 S
These last two performance measurements complement
each other as the first measures the performance on finite
intervals [0, S], while the second measures the perfor-
mance in the limit for S " 3. The derivation of estimates
for these quantities heavily relies on strict dissipativity and
the turnpike property (which are exploited for MPC, both
with and without terminal conditions) as well as on the
stability properties described in the previous section. The
key idea is to use the similarity of the initial pieces of
optimal trajectories until they reach the optimal equi-
librium to derive approximate versions of the dynamic
programming principle. From these, estimates on the
aforementioned quantities can be derived by induction
over t. The following discrete-time estimates were origi-
nally developed in [10], [14], and [16]. Concise presenta-
tions can be found in [17] or [18, Ch. 8]. In continuous time
(to the best of the author’s knowledge), only the results for
the averaged performance are available, which can be

2 2
1.8 1.8
1.6 1.6
1.4 1.4
1.2 1.2
x MPC(t )

x MPC(t )

1 1
0.8 0.8
0.6 0.6
0.4 0.4
0.2 0.2
0 0
0 2 4 6 8 10 12 14 16 18 20 0 5 10 15 20 25
t t
(a) (b)

FIGURE 4 The model predictive control closed-loop trajectories (solid red) and predictions (black dashed) for example (15) without terminal
conditions with (a) horizon T = 5 and (b) T = 10. Without any terminal constraints, all predictions end in x = 2, compare also Figure 2(a).

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found in [62]. For MPC with terminal conditions satisfy-
ing (19), the identity
Jr MPC
3 (x 0) = , (x e, u e) (21)
holds for all N ! N, and because of (17), this is the best possible
value the average performance functional can attain. In case
V3 assumes finite values, there exists a function d 1 : N " [0, 3)
with d 1 (T) " 0 as T " 3 such that the inequality
J 3MPC (x 0) # V3 (x 0) + d 1 (T) (22)
holds. In case V3 does not assume finite values, the estimate
J SMPC (x 0) # inf S J S (x 0, u) + d 1 (T) + d 2 (S) (23)
u!N
U
can be obtained for each S ! N, where d2 is the same type
of function as d1. Here U u S denotes the set of admissible
c o n t r o l s f o r w h i c h x u (S, x 0) - x e # x MPC (S, x 0) - x e
holds. As x MPC (S, x 0) " x e holds for S " 3, for large S, the
quantity infu ! Uu S J S (x 0, u) measures the optimal transient
cost for trajectory going from x0 to a small neighborhood of
xe. Thus, the estimates show that MPC produces trajectories
that yield optimal averaged cost and approximately opti-
mal transient cost. Without terminal conditions, the results
become somewhat weaker. Particularly, J MPC 3 (x 0) is no
longer guaranteed to be finite, even if V3 (x 0) is finite. How-
ever, the counterparts of (21) and (23) can still be estab-
lished, namely,
Jr 3
MPC
(x 0) # , (x e, u e) + d 1 (T) (24)
and
J MPC (x 0) # inf S J S (x 0, u) + Sd 1 (T) + d 2 (S), (25)
u!N
S
U analyzing the stability and performance of MPC schemes.
with d1 and d2 of the same type as mentioned previously.
Note that the increase of the error term d 1 (T) in (23) to
Sd 1 (T) in (25) is not an effect of an insufficiently precise
analysis, but instead a natural consequence of the mere
practical asymptotic stability of xe without terminal con-
ditions. If the closed-loop solution does not converge to xe,
the stage cost will typically not converge to zero but to a
nonzero residual value (which keeps accumulating over
the time S). To illustrate this effect, Figure 5 shows the
values of J MPC
S (x 0) for (15) with terminal conditions (%) and
without terminal conditions (×) for different S. In Figure 5(a)
with horizon T = 5, the effect of the additional factor S in
front of d 1 (T) in (25) is clearly visible. In Figure 5(b) with
horizon T = 10, the error term d 1 (T) in (25) is already so
small that the effect of the factor S is no longer visible. For
this horizon, MPC with and without terminal conditions
yield almost the same performance. Just as for stability,
stronger statements can be made under stronger assump-
tions. For instance, for positive-definite cost ,, the finite-
ness of J MPC
3 (x 0) and an estimate of the form (22) can also
be obtained for MPC without terminal conditions (see [58]
and [59]).
SUMMARY, EXTENSIONS, AND OUTLOOK
Dissipativity and strict dissipativity are important sys-
tems-theoretic properties with multiple applications. This
article demonstrated that they naturally link to optimal
control, a fact that is already prominently present in Wil-
lems’ earliest publications on the subject. This article sur-
veyed recent results in this direction, which establish a
close link between strict dissipativity and the turnpike
property, including how these concepts can be used for

13 12.5

12.5 12
12
11.5
11.5
11
11
JSMPC (x0)

JSMPC (x0)

10.5 10.5

10 10
9.5
9.5
9
9
8.5
8 8.5
0 5 10 15 20 25 0 5 10 15 20 25
S S
(a) (b)

FIGURE 5 The model predictive control closed-loop cost J MPC

S (x 0) for (15) with x 0 = 2 for varying S. The solid line with circles shows the
values with terminal conditions X 0 = {0} and F / 0, and the dashed line with “xs” is the values without terminal conditions, with (a) hori-
zon T = 5 and (b) T = 10.

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The present results have already been extended in various
directions. In particular, dissipativity has been extended to
optimal control problems that do not exhibit an optimal
equilibrium but an optimal periodic orbit [63]–[66] or gen-
eral time-varying optimal trajectories [67], [68]. In this con-
text, the concept of overtaking optimality can also be used
to define a meaning for optimality in the case where the
infinite-horizon optimal value function V3 is not finite. In
the field of dissipativity and optimal control, there are still
a variety of open questions, some of which are mentioned
in the following. For instance, as noted throughout the arti-
cle, several important results are (thus far) available only in
discrete time. It would be very interesting to see if and how
they can be transferred to continuous time. Another major
open question is the relationship between strict dissipativ-
ity and detectability-like notions for infinite-dimensional
systems. Even for linear-quadratic optimal control prob-
lems, this relationship is not yet fully understood. Finally,
it is known that the turnpike property also appears in vari-
ous forms in stochastic optimal control problems (see, for
example, the recent numerical study in [69]). Although
some results on turnpikes in the stochastic case are avail-
able (compare [70]–[72]), the connection to dissipativity
concepts is thus far largely unexplored.
AUTHOR INFORMATION
Lars Grüne (lars.gruene@uni-bayreuth.de) has been a pro-
fessor of applied mathematics at the University of Bayreuth,
Bayreuth, Germany, since 2002, where he also holds the
chair of applied mathematics. He received the diploma
degree (M.Sc. degree) and Ph.D. degree in mathematics in
1994 and 1996, respectively, from the University of Augs-
burg and the habilitation degree from Goethe University in
2001. He held visiting positions at the Universities of Rome,
Sapienza (Italy), Padova (Italy), Melbourne (Australia), Paris
IX Dauphine (France), and Newcastle (Australia). He is the
is editor-in-chief of Journal Mathematics of Control, Signals
and Systems and associate editor of various other journals,
including Journal of Optimization Theory and Applications,
Mathematical Control and Related Fields, and IEEE Control
Systems Letters. His research interests lie in mathematical
systems and control theory, with a focus on numerical- and
optimization-based methods for nonlinear systems.
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