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相关论文: The turnpike control in stochastic multi-agent dyn…

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We analyze the sensitivity of the extremal equations that arise from the first order necessary optimality conditions of nonlinear optimal control problems with respect to perturbations of the dynamics and of the initial data. To this end,…

最优化与控制 · 数学 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

In this paper, we establish an exponential periodic turnpike property for linear quadratic optimal control problems governed by periodic systems in infinite dimension. We show that the optimal trajectory converges exponentially to a…

最优化与控制 · 数学 2024-02-06 Emmanuel Trélat , Xingwu Zeng , Can Zhang

We consider the singular optimal control problem of minimizing the energy supply of linear dissipative port-Hamiltonian descriptor systems subject to control and terminal state constraints. To this end, after reducing the problem to an ODE…

最优化与控制 · 数学 2022-02-16 Timm Faulwasser , Bernhard Maschke , Friedrich Philipp , Manuel Schaller , Karl Worthmann

The turnpike phenomenon stipulates that the solution of an optimal control problem in large time, remains essentially close to a steady-state of the dynamics, itself being the optimal solution of an associated static optimal control…

最优化与控制 · 数学 2023-01-11 Emmanuel Trélat

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

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

In this paper, we develop several necessary conditions of turnpike property for generalizaid linear-quadratic (LQ) optimal control problem in infinite dimensional setting. The term 'generalized' here means that both quadratic and linear…

最优化与控制 · 数学 2024-03-15 Roberto Guglielmi , Zhuqing Li

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…

最优化与控制 · 数学 2020-05-01 Noboru Sakamoto , Masaaki Nagahara

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…

最优化与控制 · 数学 2023-01-24 Attila Karsai

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…

最优化与控制 · 数学 2025-04-02 Jonas Schießl , Ruchuan Ou , Timm Faulwasser , Michael H. Baumann , Lars Grüne

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

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…

偏微分方程分析 · 数学 2021-11-23 Carlos Esteve , Hicham Kouhkouh , Dario Pighin , Enrique Zuazua

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…

最优化与控制 · 数学 2020-06-15 Martin Gugat , Michael Schuster , Enrique Zuazua

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

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…

最优化与控制 · 数学 2025-10-24 Erhan Bayraktar , Jiamin Jian

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

This work introduces a stochastic model predictive control scheme for dynamic chance constraints. We consider linear discrete-time systems affected by unbounded additive stochastic disturbance. To synthesize an optimal controller, we solve…

系统与控制 · 电气工程与系统科学 2023-07-26 Maico Hendrikus Wilhelmus Engelaar , Sofie Haesaert , Mircea Lazar

We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…

系统与控制 · 电气工程与系统科学 2022-07-19 Henning Schlüter , Frank Allgöwer

This article develops variational integrators for a class of underactuated mechanical systems using the theory of discrete mechanics. Further, a discrete optimal control problem is formulated for the considered class of systems and…

系统与控制 · 计算机科学 2018-11-16 Siddharth H. Nair , Ravi N. Banavar

This paper presents a continuous-time optimal control framework for the generation of reference trajectories in driving scenarios with uncertainty. A previous work presented a discrete-time stochastic generator for autonomous vehicles;…

最优化与控制 · 数学 2026-03-17 Ange Valli , Shangyuan Zhang , Abdel Lisser