Title data
Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R.:
On the relation between turnpike properties for finite and infinite horizon optimal control problems.
Bayreuth
,
2016
.  15 p.
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Project information
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Project financing: 
Deutsche Forschungsgemeinschaft ARC 
Abstract in another language
We show that under appropriate regularity conditions a finite horizon optimal control problem exhibits the turnpike property if and only if its infinite horizon counterpart does. We prove the result for undiscounted and for discounted problems and also provide a version which incorporates quantitative information about the convergence rates.
Further data
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 On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 29 Oct 2016 21:00) [Currently Displayed]