Integral and measure-turnpike properties for infinite-dimensional optimal control systems
Abstract
We first derive a general integral-turnpike property around a set for infinite-dimensional non-autonomous optimal control problems with any possible terminal state constraints, under some appropriate assumptions. Roughly speaking, the integral-turnpike property means that the time average of the distance from any optimal trajectory to the turnpike set con- verges to zero, as the time horizon tends to infinity. Then, we establish the measure-turnpike property for strictly dissipative optimal control systems, with state and control constraints. The measure-turnpike property, which is slightly stronger than the integral-turnpike property, means that any optimal (state and control) solution remains essentially, along the time frame, close to an optimal solution of an associated static optimal control problem, except along a subset of times that is of small relative Lebesgue measure as the time horizon is large. Next, we prove that strict strong duality, which is a classical notion in optimization, implies strict dissipativity, and measure-turnpike. Finally, we conclude the paper with several comments and open problems.
Cite
@article{arxiv.1705.02762,
title = {Integral and measure-turnpike properties for infinite-dimensional optimal control systems},
author = {Emmanuel Trelat and Can Zhang},
journal= {arXiv preprint arXiv:1705.02762},
year = {2017}
}