Related papers: Local turnpike analysis using local dissipativity …
This paper investigates the relations between three different properties, which are of importance in optimal control problems: dissipativity of the underlying dynamics with respect to a specific supply rate, optimal operation at steady…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
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…
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.…
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic process…
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…
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…
In this paper, we introduce and study different dissipativity notions and different turnpike properties for discrete-time stochastic nonlinear optimal control problems. The proposed stochastic dissipativity notions extend the classic notion…
Economic Model Predictive Control has recently gained popularity due to its ability to directly optimize a given performance criterion, while enforcing constraint satisfaction for nonlinear systems. Recent research has developed both…
This paper studies the long-time behavior of optimal solutions for a class of linear-convex optimal control problems. We focus on a partial exponential turnpike property, established without imposing controllability or stabilizability…
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…
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…
In this letter, we study the energy-optimal control of nonlinear port-Hamiltonian (pH) systems in discrete time. For continuous-time pH systems, energy-optimal control problems are strictly dissipative by design. This property, stating that…
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…
We investigate optimal control of linear port-Hamiltonian systems with control constraints, in which one aims to perform a state transition with minimal energy supply. Decomposing the state space into dissipative and non-dissipative (i.e.…
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 consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE…
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…
This paper deals with the long time behavior of the optimal solution of stochastic backward linear-quadratic optimal control problem over the finite time horizon. Both weak and strong turnpike properties are established under appropriate…
Optimal control problems with symmetries often admit a non stationary turnpike property called trim turnpike, which characterizes the convergence of optimal solutions to certain symmetry induced trajectories called trim primitives. In this…