Integral and measure-turnpike properties for infinite-dimensional optimal control systems

DOI10.1007/S00498-018-0209-1zbMATH Open1394.49018arXiv1705.02762OpenAlexW2613633283WikidataQ130064234 ScholiaQ130064234MaRDI QIDQ1650853FDOQ1650853

Authors: Y. Aharonov 

Publication date: 13 July 2018

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Abstract: We first derive a general integral-turnpike property around a set for infinite-dimensional non-autonomous optimal control problems with any possible terminal state constraints, under some appropriate assumptions. Roughly speaking, the integral-turnpike property means that the time average of the distance from any optimal trajectory to the turnpike set con- verges to zero, as the time horizon tends to infinity. Then, we establish the measure-turnpike property for strictly dissipative optimal control systems, with state and control constraints. The measure-turnpike property, which is slightly stronger than the integral-turnpike property, means that any optimal (state and control) solution remains essentially, along the time frame, close to an optimal solution of an associated static optimal control problem, except along a subset of times that is of small relative Lebesgue measure as the time horizon is large. Next, we prove that strict strong duality, which is a classical notion in optimization, implies strict dissipativity, and measure-turnpike. Finally, we conclude the paper with several comments and open problems.

Full work available at URL: https://arxiv.org/abs/1705.02762

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zbMATH Keywords

strict dissipativitystrong dualitystate and control constraintsmeasure-turnpike

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Asymptotic stability in control theory (93D20) Duality theory (optimization) (49N15)

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Cited In (33)

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