Averaged turnpike property for differential equations with random constant coefficients (Q6099175)
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scientific article; zbMATH DE number 7697845
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Averaged turnpike property for differential equations with random constant coefficients |
scientific article; zbMATH DE number 7697845 |
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Averaged turnpike property for differential equations with random constant coefficients (English)
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19 June 2023
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In this paper a class of random ordinary differential equations is considered and the control tracking problem is studied. Results for the existence and uniqueness of the optimal control are proved. The authors prove that the optimal control converges in an averaged sense to the optimal control of an associated stationary random control problem.
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turnpike property
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exponential turnpike property
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random ODE
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long time behavior
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model predictive control
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