Voir la notice de l'article provenant de la source Numdam
In this paper, three kinds of turnpike properties for optimal relaxed control problems are considered. Under some convexity and controllability assumptions, we obtain the uniform boundedness of the optimal pairs and the adjoint functions. On the basis, we prove the integral turnpike property, the mean square turnpike property and the exponential turnpike property, respectively.
Lou, Hongwei 1 ; Wang, Weihan 1
@article{COCV_2019__25__A74_0, author = {Lou, Hongwei and Wang, Weihan}, title = {Turnpike properties of optimal relaxed control problems}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, publisher = {EDP-Sciences}, volume = {25}, year = {2019}, doi = {10.1051/cocv/2018064}, zbl = {1439.49006}, mrnumber = {4039136}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.1051/cocv/2018064/} }
TY - JOUR AU - Lou, Hongwei AU - Wang, Weihan TI - Turnpike properties of optimal relaxed control problems JO - ESAIM: Control, Optimisation and Calculus of Variations PY - 2019 VL - 25 PB - EDP-Sciences UR - http://geodesic.mathdoc.fr/articles/10.1051/cocv/2018064/ DO - 10.1051/cocv/2018064 LA - en ID - COCV_2019__25__A74_0 ER -
%0 Journal Article %A Lou, Hongwei %A Wang, Weihan %T Turnpike properties of optimal relaxed control problems %J ESAIM: Control, Optimisation and Calculus of Variations %D 2019 %V 25 %I EDP-Sciences %U http://geodesic.mathdoc.fr/articles/10.1051/cocv/2018064/ %R 10.1051/cocv/2018064 %G en %F COCV_2019__25__A74_0
Lou, Hongwei; Wang, Weihan. Turnpike properties of optimal relaxed control problems. ESAIM: Control, Optimisation and Calculus of Variations, Tome 25 (2019), article no. 74. doi : 10.1051/cocv/2018064. http://geodesic.mathdoc.fr/articles/10.1051/cocv/2018064/
[1] Matrix Riccati Equations in Control and Systems Theory. Birkhäuser, Basel (2003). | Zbl | MR | DOI
, , and ,[2] Infinite Horizon Optimal Control: Deterministic and Stochastic Systems. Springer-Verlag, Berlin (1991). | Zbl | MR | DOI
, and ,[3] An exponential turnpike theorem for dissipative discrete time optimal control problems. SIAM J. Control Optim. 52 (2014) 1935–1957. | Zbl | MR | DOI
, , and ,[4] Linear Programming and Economics Analysis. McGraw-Hill, New York (1958). | Zbl | MR
, and ,[5] On turnpike and dissipativity properties of continuous-time optimal control problems. Automatica 81 (2017) 297–304. | Zbl | MR | DOI
, , and ,[6] On the relation between strict dissipativity and turnpike properties. Syst. Control Lett. 90 (2016) 45–53. | Zbl | MR | DOI
and ,[7] Optimal Control Theory for Infinite Dimensional Systems. Birkhäuser, Boston (1995). | Zbl | MR | DOI
and ,[8] Existence of optimal controls for semilinear elliptic equations without Cesari-type conditions. ANZIAM J. 44 (2003) 115–131. | Zbl | MR | DOI
,[9] Asymptotical stability of optimal paths in nonconvex problems, in Optimization: Structure and Applications, edited by and . Springer, New York (2009). | Zbl | MR
,[10] Turnpike theory. Econometrica 44 (1976) 841–865. | Zbl | MR | DOI
,[11] A model of general economic equilibrium. Rev. Econ. Stud. 13 (1945– 1946) 1–9. | DOI
,[12] Long time versus steady state optimal control. SIAM J. Control Optim. 51 (2013) 4242–4273. | Zbl | MR | DOI
and ,[13] A catenary turnpike theorem involving consumption and the golden rule. Am. Econ. Rev. 55 (1965) 486–496.
,[14] Integral and measure-turnpike properties for infinite-dimensional optimal control systems. Math. Control Signals Syst. 30 (2018) 3. | Zbl | MR | DOI
and ,[15] The turnpike property in infinite-dimensional nonlinear optimal control, J. Differ. Equ. 258 (2015) 81–114. | Zbl | MR | DOI
and ,[16] Optimal Control of Differential and Functional Equations. Academic Press, New York (1972). | Zbl | MR
,[17] Turnpike Property in the Calculus of Variations and Optimal Control. Springer, New York (2006). | Zbl | MR
,Cité par Sources :