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
,
2017
. - 18 p.
There is a more recent version of this item available.
Project information
Project title: |
Project's official title Project's id DFG-Projekt "Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung" GR 1569/13-1 ARC Discovery Project DP160102138 |
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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
Available Versions of this Item
-
On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 29 Oct 2016 21:00)
- On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 07 Feb 2017 06:55) [Currently Displayed]