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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…

Optimization and Control · Mathematics 2026-04-27 Sofya Maslovskaya , Sina Ober-Blöbaum , Boris Wembe

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

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.…

Optimization and Control · Mathematics 2021-04-13 Manuel Schaller , Friedrich Philipp , Timm Faulwasser , Karl Worthmann , Bernhard Maschke

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…

Optimization and Control · Mathematics 2024-04-29 Martín Hernández , Martin Lazar , Sebastián Zamorano

We consider averages convergence as the time-horizon goes to infinity of optimal solutions of time-dependent optimal control problems to optimal solutions of the corresponding stationary optimal control problems. Control problems play a key…

Analysis of PDEs · Mathematics 2020-08-11 Mahamadi Warma , Sebastian Zamorano

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…

Optimization and Control · Mathematics 2024-03-13 Zhuqing Li , Roberto Guglielmi

This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…

Systems and Control · Computer Science 2018-11-16 Siddharth H. Nair , Ravi N. Banavar

We consider a constrained eigenvalue optimization problem that arises in an important nonlinear dynamical model for mRNA translation in the cell. We prove that the ordered list of optimal parameters admits a turnpike property, namely, it…

Optimization and Control · Mathematics 2026-01-21 Adam Kaminer , Thomas Kriecherbauer , Lars Grüne , Michael Margaliot

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…

Optimization and Control · Mathematics 2025-06-03 Hoai-Minh Nguyen , Emmanuel Trélat

A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

Probability · Mathematics 2018-05-02 Rami Atar , Asaf Cohen

Under non-exponential discounting, we develop a dynamic theory for stopping problems in continuous time. Our framework covers discount functions that induce decreasing impatience. Due to the inherent time inconsistency, we look for…

Optimization and Control · Mathematics 2017-03-13 Yu-Jui Huang , Adrien Nguyen-Huu

The paper proposes first steps towards the formalization and characterization of time-varying turnpikes in optimal control of mechanical systems. We propose the concepts of velocity steady states, which can be considered as partial steady…

Optimization and Control · Mathematics 2019-07-04 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Karl Worthmann

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…

Optimization and Control · Mathematics 2026-03-03 Alexander Zuyev , Emmanuel Trélat

We consider the problem of minimizing the supplied energy of infinite-dimensional linear port-Hamiltonian systems and prove that optimal trajectories exhibit the turnpike phenomenon towards certain subspaces induced by the dissipation of…

Optimization and Control · Mathematics 2021-05-11 Friedrich Philipp , Manuel Schaller , Timm Faulwasser , Bernhard Maschke , Karl Worthmann

Motivated by mechanical systems with symmetries, we focus on optimal control problems possessing symmetries. Following recent works, which generalized the classical concept of static turnpike to manifold turnpike, we extend the exponential…

Optimization and Control · Mathematics 2024-06-25 Kathrin Flaßkamp , Sofya Maslovskaya , Sina Ober-Blöbaum , Boris Wembe

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

Transferring a physical system from an initial to a final state while minimizing energetic losses is an interdisciplinary control problem that bridges stochastic thermodynamics and optimal transport theory. Recent research typically…

Statistical Mechanics · Physics 2026-02-23 Jann van der Meer , Andreas Dechant

This article aims at quantifying the long time behavior of solutions of mean field PDE systems arising in the theory of Mean Field Games and McKean-Vlasov control. Our main contribution is to show well-posedness of the ergodic problem and…

Probability · Mathematics 2024-09-17 Alekos Cecchin , Giovanni Conforti , Alain Durmus , Katharina Eichinger

We present stability conditions for deterministic time-varying nonlinear discrete-time systems whose inputs aim to minimize an infinite-horizon time-dependent cost. Global asymptotic and exponential stability properties for general…

Systems and Control · Electrical Eng. & Systems 2023-08-28 Sifeddine Benahmed , Romain Postoyan , Mathieu Granzotto , Lucian Buşoniu , Jamal Daafouz , Dragan Nešić

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,…

Optimization and Control · Mathematics 2020-07-29 Dario Pighin , Noboru Sakamoto