Related papers: Temporal and Spatial Turnpike-Type Results Under F…
This paper presents, using dynamical system theory, a framework for investigating the turnpike property in nonlinear optimal control. First, it is shown that a turnpike-like property appears in general dynamical systems with hyperbolic…
In this paper, we develop several necessary conditions of turnpike property for generalizaid linear-quadratic (LQ) optimal control problem in infinite dimensional setting. The term 'generalized' here means that both quadratic and linear…
We consider reinforcement learning with performance evaluated by a dynamic risk measure. We construct a projected risk-averse dynamic programming equation and study its properties. Then we propose risk-averse counterparts of the methods of…
In this paper the turnpike property is established for a non-convex optimal control problem in discrete time. The functional is defined by the notion of the ideal convergence and can be considered as an analogue of the terminal functional…
Human drivers naturally balance the risks of different concerns while driving, including traffic rule violations, minor accidents, and fatalities. However, achieving the same behavior in autonomous driving systems remains an open problem.…
Our aim is to present a new model which encompasses pace optimization and motor control effort for a runner on a fixed distance. We see that for long races, the long term behaviour is well approximated by a turnpike problem. We provide…
This paper presents a new spatial-temporal nonlocal traffic flow model formulated to overcome the boundedness limitations inherent in classical local formulations. The model introduces an adaptive kernel that captures both spatial and…
We study time-consistency questions for processes of monetary risk measures that depend on bounded discrete-time processes describing the evolution of financial values. The time horizon can be finite or infinite. We call a process of…
In this paper, we introduce turnpike arguments in the context of optimal state estimation. In particular, we show that the optimal solution of the state estimation problem involving all available past data serves as turnpike for the…
The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…
We obtain turnpike results for optimal control problems with lack of stabilizability in the state equation and/or detectability in the state term in the cost functional. We show how, under weakened stabilizability/detectability conditions,…
Accurate spatiotemporal pattern analysis is critical in fields such as urban traffic, meteorology, and public health monitoring. However, existing methods face performance bottlenecks, typically yielding only incremental gains and often…
We present a new proof of the turnpike property for nonlinear optimal control problems, when the running target is a steady control-state pair of the underlying system. Our strategy combines the construction of quasi-turnpike controls via…
The turnpike principle is a fundamental concept in optimal control theory, stating that for a wide class of long-horizon optimal control problems, the optimal trajectory spends most of its time near a steady-state solution (the…
This paper is concerned with optimal control problems for a linear homogeneous stochastic differential equation having regime switching with purely quadratic functional in the large time horizons. We establish the so-called turnpike…
The paper concerns primal and dual representations as well as time consistency of set-valued dynamic risk measures. Set-valued risk measures appear naturally when markets with transaction costs are considered and capital requirements can be…
In this paper, we consider a class of stochastic optimal control problems with risk constraints that are expressed as bounded probabilities of failure for particular initial states. We present here a martingale approach that diffuses a risk…
In this manuscript, we study the turnpike property in stochastic discrete-time optimal control problems for interacting agents. Extending previous deterministic results, we show that the turnpike effect persists in the presence of noise…
We study the temporal robustness of stochastic signals. This topic is of particular interest in interleaving processes such as multi-agent systems where communication and individual agents induce timing uncertainty. For a deterministic…
When deploying LLMs in agentic architectures requiring real-time decisions under temporal constraints, we assume they reliably determine whether action windows remain open or have closed. This assumption is untested. We characterize…