Related papers: Averaged observations and turnpike phenomenon for …
Observational entropy -- a quantity that unifies Boltzmann's entropy, Gibbs' entropy, von Neumann's macroscopic entropy, and the diagonal entropy -- has recently been argued to play a key role in a modern formulation of statistical…
This paper presents first results for near optimality in expectation of the closed-loop solutions for stochastic economic MPC. The approach relies on a recently developed turnpike property for stochastic optimal control problems at an…
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…
Motivated by singular limits for long-time optimal control problems, we investigate a class of parameter-dependent parabolic equations. First, we prove a turnpike result, uniform with respect to the parameters within a suitable regularity…
In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in…
This paper presents analyses for the maximum hands-off control using the geometric methods developed for the theory of turnpike in optimal control. First, a sufficient condition is proved for the existence of the maximum hands-off control…
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…
Classical turnpikes correspond to optimal steady states which are attractors of optimal control problems. In this paper, motivated by mechanical systems with symmetries, we generalize this concept to manifold turnpikes. Specifically, the…
We analyze the consequences that the so-called turnpike property has on the long-time behavior of the value function corresponding to a finite-dimensional linear-quadratic optimal control problem with general terminal cost and constrained…
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…
In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state…
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…
This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…
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 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…
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…
We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…
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…
Empirical process theory for i.i.d. observations has emerged as a ubiquitous tool for understanding the generalization properties of various statistical problems. However, in many applications where the data exhibit temporal dependencies…
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…