Related papers: A flatness proof of the exponential turnpike pheno…
As we move to increasingly complex cyber-physical systems (CPS), new approaches are needed to plan efficient state trajectories in real-time. In this paper, we propose an approach to significantly reduce the complexity of solving optimal…
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 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…
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…
The \emph{turnpike property} in contemporary macroeconomics asserts that if an economic planner seeks to move an economy from one level of capital to another, then the most efficient path, as long as the planner has enough time, is to…
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…
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…
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…
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…
A family of optimal control problems for a single and two coupled spinning particles in the Euler-Lagrange formalism is discussed. A characteristic of such problems is that the equations controlling the system are implicit and a reduction…
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…
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…
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…
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…
The concept of turnpike connects the solution of long but finite time horizon optimal control problems with steady state optimal controls. A key ingredient of the analysis of the turnpike is the linear quadratic regulator problem and the…
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…
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…
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…
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…
This work is concerned with the exponential turnpike property for optimal control problems of particle systems and their mean-field limit. Under the assumption of the strict dissipativity of the cost function, exponential estimates for both…