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Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R.:
On the relation between turnpike properties for finite and infinite horizon optimal control problems.
In: Journal of Optimization Theory and Applications.
Bd. 173
(2017)
Heft 3
.
- S. 727-745.
ISSN 0022-3239
DOI: https://doi.org/10.1007/s10957-017-1103-6
Dies ist die aktuelle Version des Eintrags.
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| Projekttitel: |
Offizieller Projekttitel Projekt-ID Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung — Die Rolle von Paretofronten, multikriterieller Dissipativität und mehrfachen Gleichgewichten 244602989 Discovery Project DP160102138 |
|---|---|
| Projektfinanzierung: |
Deutsche Forschungsgemeinschaft Australian Research Council |
Abstract
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 both undiscounted and discounted problems and also provide a version which incorporates quantitative information about the convergence rates.
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On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 29 Okt 2016 21:00)
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On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 07 Feb 2017 06:55)
- On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 27 Mär 2017 11:48) [Aktuelle Anzeige]
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On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 07 Feb 2017 06:55)