Dissipativity in Infinite-Horizon Optimal Control: Willems’ 1971 Paper Revisited

Jan Willems introduced the system-theoretic notion of dissipativity in his foundational two-part paper which appeared in the Archive of Rational Mechanics and Analysis in 1972. Even earlier, in a likewise pivotal 1971 IEEE Transactions on Automatic Control paper, he investigated infinite-horizon least-squares optimal control and the algebraic Riccati equation from a dissipativity point of view. This note revisits infinite-horizon optimal control leveraging strict dissipativity. We discuss the interplay between dissipativity and stability properties in continuous-time infinite-horizon problems without assuming linear dynamics or quadratic cost functions. Finally, we compare our recent results from Faulwasser and Kellett (2021) to the original findings of Willems (1971).