Related papers: The interval turnpike property for adjoints
This note discusses properties of parametric discrete-time Mixed-Integer Optimal Control Problems (MIOCPs) as they often arise in mixed-integer NMPC. We argue that in want for a handle on similarity properties of parametric MIOCPs the…
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,…
In this work, we study the steady-state (or periodic) exponential turnpike property of optimal control problems in Hilbert spaces. The turnpike property, which is essentially due to the hyperbolic feature of the Hamiltonian system resulting…
The \emph{turnpike property} in contemporary macroeconomics asserts that if an economic planner seeks to move an economy from one level of capital to another, then the most efficient path, as long as the planner has enough time, is to…
We deduce a sufficient condition of the exponential (integral) turnpike property for infinite dimensional generalized linear-quadratic optimal control problems in terms of structural properties of the control system, such as exponential…
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…
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 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…
The turnpike property refers to the phenomenon that in many optimal control problems, the solutions for different initial conditions and varying horizons approach a neighborhood of a specific steady state, then stay in this neighborhood for…
We establish the turnpike property for linear quadratic control problems for which the control operator is admissible and may be unbounded, under quite general and natural assumptions. The turnpike property has been well studied for bounded…
We consider irreversible and coupled reversible-irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned with optimal state transitions and output stabilization on…
We investigate the interior turnpike phenomenon for discrete-time multi-agent optimal control problems. While for continuous systems the turnpike property has been established, we focus here on first-order discretizations of such systems.…
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…
Turnpikes have recently gained significant research interest in optimal control, since they allow for pivotal insights into the structure of solutions to optimal control problems. So far, mainly steady state solutions which serve as optimal…
This paper is concerned with an optimal control problem for a nonhomogeneous linear stochastic differential equation having regime switching with a quadratic functional in the large time horizon. This is a continuation of the paper…
This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time horizon $[0,T]$ as $T\rightarrow\infty$. The so-called turnpike properties are established for such problems, under…
We establish a polynomial turnpike estimate for an optimal control problem consisting of a system of infinitely many controlled oscillators, considered as an abstract differential equation in a Hilbert space, with a quadratic cost. Our…
In this paper we investigate the turnpike property for constrained LQ optimal control problem in connection with dissipativity of the control system. We determine sufficient conditions to ensure the turnpike property in the case of a…
Recent results in the literature have provided connections between the so-called turnpike property, near optimality of closed-loop solutions, and strict dissipativity. Motivated by applications in economics, optimal control problems with…
Our main contribution in this article is the achievement of the turnpike property in its integral and exponential forms for parameter-dependent systems with averaged observations in the cost functional. Namely, under suitable assumptions…