English
Related papers

Related papers: Turnpike property for hierarchical optimal control…

200 papers

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

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 considers an optimal control problem for a linear mean-field stochastic differential equation having regime switching with quadratic functional in the large time horizons. Our main contribution lies in establishing the strong…

Optimization and Control · Mathematics 2025-11-04 Hongwei Mei , Svetlozar Rachev , Rui Wang

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…

Optimization and Control · Mathematics 2023-09-08 Yuyang Chen , Peng Luo

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…

Optimization and Control · Mathematics 2022-02-28 Jingrui Sun , Hanxiao Wang , Jiongmin Yong

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

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 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…

Optimization and Control · Mathematics 2025-08-08 Hongwei Mei , Rui Wang , Jiongmin Yong

We present a new proof of the turnpike property for nonlinear optimal control problems, when the running target is a steady control-state pair of the underlying system. Our strategy combines the construction of quasi-turnpike controls via…

Optimization and Control · Mathematics 2022-01-26 Carlos Esteve-Yagüe , Borjan Geshkovski , Dario Pighin , Enrique Zuazua

An exponential turnpike property for a semilinear control problem is proved. The state-target is assumed to be small, whereas the initial datum can be arbitrary. Turnpike results are also obtained for large targets, requiring that the…

Optimization and Control · Mathematics 2021-01-26 Dario Pighin

Turnpike phenomena of nonlinear port-Hamiltonian descriptor systems under minimal energy supply are studied. Under assumptions on the smoothness of the system nonlinearities, it is shown that the optimal control problem is dissipative with…

Optimization and Control · Mathematics 2023-01-24 Attila Karsai

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…

Optimization and Control · Mathematics 2020-05-01 Noboru Sakamoto , Masaaki Nagahara

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

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.…

Optimization and Control · Mathematics 2024-04-12 Martin Gugat , Michael Herty , Jiehong Liu , Chiara Segala

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

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

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…

Systems and Control · Electrical Eng. & Systems 2020-02-12 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Karl Worthmann

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

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…

Optimization and Control · Mathematics 2023-08-30 Martin Hernandez , Enrique Zuazua

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