Local Turnpike Properties in Finite Horizon Optimal Control

Titelangaben

Krügel, Lisa ; Faulwasser, Timm ; Grüne, Lars:
Local Turnpike Properties in Finite Horizon Optimal Control.
In: 62nd IEEE Conference on Decision and Control (CDC) 2023. - Singapore , 2023 . - S. 5273-5278
DOI: https://doi.org/10.1109/CDC49753.2023.10383850

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Abstract

In optimal control, it is well known that near-optimal trajectories exhibit a turnpike property if the system is strictly dissipative at the considered equilibrium and additional technical conditions are satisfied. In this paper we extend this result to a system which is merely locally strictly dissipative. For the special case of locally positive definite stage costs we show that there exists upper and lower bounds on the optimization horizon for which a local turnpike property becomes visible. For locally strictly dissipative costs we show that the same holds under a condition on the leaving arc of the local turnpike property. Our theoretical findings are illustrated by numerical examples.