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In this paper, we introduce turnpike arguments in the context of optimal state estimation. In particular, we show that the optimal solution of the state estimation problem involving all available past data serves as turnpike for the…

Optimization and Control · Mathematics 2025-10-22 Julian D. Schiller , Lars Grüne , Matthias A. Müller

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 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 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

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 consider irreversible and coupled reversible-irreversible nonlinear port-Hamiltonian systems and the respective sets of thermodynamic equilibria. In particular, we are concerned with optimal state transitions and output stabilization on…

Optimization and Control · Mathematics 2024-10-08 Friedrich Philipp , Manuel Schaller , Karl Worthmann , Timm Faulwasser , Bernhard Maschke

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

Optimal control problems with a very large time horizon can be tackled with the Receding Horizon Control (RHC) method, which consists in solving a sequence of optimal control problems with small prediction horizon. The main result of this…

Optimization and Control · Mathematics 2020-02-03 Tobias Breiten , Laurent Pfeiffer

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

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

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…

Analysis of PDEs · Mathematics 2021-11-23 Carlos Esteve , Hicham Kouhkouh , Dario Pighin , 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

In this paper we investigate the turnpike property for constrained LQ optimal control problem in connection with dissipativity of the control system. We determine sufficient conditions to ensure the turnpike property in the case of a…

Optimization and Control · Mathematics 2023-08-29 Zhuqing Li , Roberto Guglielmi

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

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

A counterexample to uniqueness of global minimizers of semilinear optimal control problems is given. The lack of uniqueness occurs for a special choice of the state-target in the cost functional. Our arguments show also that, for some…

Optimization and Control · Mathematics 2020-12-29 Dario Pighin

This paper investigates the asymptotic behavior of the solution to a linear-quadratic stochastic optimal control problems. The so-called probability cell problem is introduced the first time. It serves as the probability interpretation of…

Optimization and Control · Mathematics 2026-02-25 Jiamin Jian , Sixian Jin , Qingshuo Song , Jiongmin Yong

The paper addresses an existence problem for infinite horizon optimal control when the system under control is exponentially stabilizable or stable. Classes of nonlinear control systems for which infinite horizon optimal controls exist are…

Optimization and Control · Mathematics 2021-06-09 Noboru Sakamoto

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…

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

We investigate constrained optimal control problems for linear stochastic dynamical systems evolving in discrete time. We consider minimization of an expected value cost over a finite horizon. Hard constraints are introduced first, and then…

Optimization and Control · Mathematics 2011-07-07 Eugenio Cinquemani , Mayank Agarwal , Debasish Chatterjee , John Lygeros