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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…

最优化与控制 · 数学 2022-01-26 Carlos Esteve-Yagüe , Borjan Geshkovski , Dario Pighin , Enrique Zuazua

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…

最优化与控制 · 数学 2025-08-08 Hongwei Mei , Rui Wang , Jiongmin Yong

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…

最优化与控制 · 数学 2021-05-24 Jan Heiland , Enrique Zuazua

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…

最优化与控制 · 数学 2024-06-25 Kathrin Flaßkamp , Sofya Maslovskaya , Sina Ober-Blöbaum , Boris Wembe

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…

最优化与控制 · 数学 2023-12-27 Veljko Askovic , Emmanuel Trélat , Hasnaa Zidani

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…

最优化与控制 · 数学 2022-02-10 Borjan Geshkovski , Enrique Zuazua

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…

最优化与控制 · 数学 2026-04-27 Sofya Maslovskaya , Sina Ober-Blöbaum , Boris Wembe

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…

偏微分方程分析 · 数学 2020-08-11 Mahamadi Warma , Sebastian Zamorano

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…

最优化与控制 · 数学 2023-08-30 Martin Hernandez , Enrique Zuazua

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…

最优化与控制 · 数学 2021-04-08 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Manuel Schaller , Karl Worthmann

We consider the problem of minimizing the entropy, energy, or exergy production for state transitions of irreversible port-Hamiltonian systems subject to control constraints. Via a dissipativity-based analysis we show that optimal solutions…

最优化与控制 · 数学 2022-02-21 Bernhard Maschke , Friedrich Philipp , Manuel Schaller , Karl Worthmann , Timm Faulwasser

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…

最优化与控制 · 数学 2025-10-22 Julian D. Schiller , Lars Grüne , Matthias A. Müller

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…

最优化与控制 · 数学 2021-01-26 Dario Pighin

We consider the problem of minimizing the supplied energy of infinite-dimensional linear port-Hamiltonian systems and prove that optimal trajectories exhibit the turnpike phenomenon towards certain subspaces induced by the dissipation of…

最优化与控制 · 数学 2021-05-11 Friedrich Philipp , Manuel Schaller , Timm Faulwasser , Bernhard Maschke , Karl Worthmann

We review recent progress in optimal control in stochastic thermodynamics. Theoretical advances provide in-depth insight into minimum-dissipation control with either full or limited (parametric) control, and spanning the limits from slow to…

统计力学 · 物理学 2023-04-13 Steven Blaber , David A. Sivak

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…

最优化与控制 · 数学 2022-11-01 Musa Mammadov , Piotr Szuca

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…

最优化与控制 · 数学 2019-07-04 Timm Faulwasser , Kathrin Flaßkamp , Sina Ober-Blöbaum , Karl Worthmann

Optimal control is a central problem in quantum thermodynamics. When minimizing dissipated work and work fluctuations defined via the two-point measurement scheme in open quantum systems, existing approaches largely focus on the rapid- and…

量子物理 · 物理学 2026-04-08 Yuki Kurokawa , Yoshihiko Hasegawa

We investigate the long time behavior of weakly dissipative semilinear Hamilton-Jacobi-Bellman (HJB) equations and the turnpike property for the corresponding stochastic control problems. To this aim, we develop a probabilistic approach…

概率论 · 数学 2023-03-17 Giovanni Conforti

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…

最优化与控制 · 数学 2026-03-03 Alexander Zuyev , Emmanuel Trélat