Related papers: Partial Exponential Turnpike Phenomenon in Linear-…
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…
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…
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…
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…
We revisit finite-dimensional linear-quadratic optimal control from the viewpoint of differential flatness. If the pair (A, B) is controllable, then the linear control system is flat, and every trajectory can be parametrized by a flat…
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…
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…
We study the turnpike phenomenon for optimal control problems with mean field dynamics that are obtained as the limit $N\rightarrow \infty$ of systems governed by a large number $N$ of ordinary differential equations. We show that the…
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…
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…
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…
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…
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…
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…
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…
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…
In this paper the turnpike property is established for a non-convex optimal control problem in discrete time. The functional is defined by the notion of the ideal convergence and can be considered as an analogue of the terminal functional…
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…
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 study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem…