English
Related papers

Related papers: Strict Dissipativity and turnpike for LQ Optimal C…

200 papers

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…

Optimization and Control · Mathematics 2022-02-16 Timm Faulwasser , Bernhard Maschke , Friedrich Philipp , Manuel Schaller , Karl Worthmann

This paper is devoted to the study of the turnpike phenomenon arising in the optimal distributed control tracking-type problem for the Navier-Stokes equations. We obtain a positive answer to this property in the case when the controls are…

Optimization and Control · Mathematics 2016-01-20 S. Zamorano

The paper establishes the exponential turnpike property for a class of mean-field stochastic linear-quadratic (LQ) optimal control problems with periodic coefficients. It first introduces the concepts of stability, stabilizability, and…

Optimization and Control · Mathematics 2024-07-26 Jingrui Sun , Lvning Yuan , Jiaqi Zhang

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…

Optimization and Control · Mathematics 2025-06-12 Hongwei Mei , Rui Wang , Jiongmin Yong

In this paper, problems of optimal control are considered where in the objective function, in addition to the control cost there is a tracking term that measures the distance to a desired stationary state. The tracking term is given by some…

Optimization and Control · Mathematics 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

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…

Optimization and Control · Mathematics 2021-02-10 Noboru Sakamoto , Enrique Zuazua

This work is concerned with a hierarchical framework of optimal control problems connecting interacting particle systems, the mean field limit equations, and associated hydrodynamic models. By assuming the existence of solutions, we…

Optimization and Control · Mathematics 2025-10-20 Michael Herty , Yizhou Zhou

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…

Optimization and Control · Mathematics 2025-04-02 Jonas Schießl , Michael H. Baumann , Timm Faulwasser , Lars Grüne

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…

Optimization and Control · Mathematics 2026-02-10 Jingrui Sun , Lvning Yuan

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…

Optimization and Control · Mathematics 2016-12-02 Emmanuel Trelat , Can Zhang , Enrique Zuazua

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…

Optimization and Control · Mathematics 2021-03-17 Timm Faulwasser , Lars Grüne

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…

Optimization and Control · Mathematics 2017-05-09 Emmanuel Trelat , Can Zhang

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…

Systems and Control · Electrical Eng. & Systems 2020-02-07 Timm Faulwasser , Alexander Murray

This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the presence of turnpikes in stochastic LQ problems. Our…

Systems and Control · Electrical Eng. & Systems 2020-10-26 Ruchuan Ou , Michael Heinrich Baumann , Lars Grüne , Timm Faulwasser

This paper is devoted to analysing the explicit slow decay rate and turnpike in the infinite-horizon linear quadratic optimal control problems for hyperbolic systems. Assume that some weak observability or controllability are satisfied, by…

Optimization and Control · Mathematics 2021-08-24 Zhong-Jie Han , Enrique Zuazua

In this paper, we establish an exponential periodic turnpike property for linear quadratic optimal control problems governed by periodic systems in infinite dimension. We show that the optimal trajectory converges exponentially to a…

Optimization and Control · Mathematics 2024-02-06 Emmanuel Trélat , Xingwu Zeng , Can Zhang

We introduce and study the turnpike property for time-varying shapes, within the viewpoint of optimal control. We focus here on second-order linear parabolic equations where the shape acts as a source term and we seek the optimal…

Analysis of PDEs · Mathematics 2020-06-23 Gontran Lance , Emmanuel Trélat , Enrique Zuazua

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…

Optimization and Control · Mathematics 2025-03-13 Fabio Cassini , Chiara Segala

We study problems of optimal boundary control with systems governed by linear hyperbolic partial differential equations. The objective function is quadratic and given by an integral over the finite time interval $(0,\, T)$ that depends on…

Analysis of PDEs · Mathematics 2018-11-08 Martin Gugat , Falk Hante

In this work we derive an interval turnpike result for adjoints of finite- and infinite-dimensional nonlinear optimal control problems under the assumption of an interval turnpike on states and controls. We consider stabilizable dynamics…

Optimization and Control · Mathematics 2020-05-26 Timm Faulwasser , Lars Grüne , Jukka-Pekka Humaloja , Manuel Schaller