The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems
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Publication:2103960
DOI10.1007/s00498-022-00325-2zbMath1505.49026arXiv2006.10430MaRDI QIDQ2103960
Enrique Zuazua, Carlos Esteve, Dario Pighin, Hicham Kouhkouh
Publication date: 9 December 2022
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.10430
Hamilton-Jacobi-Bellman equations; optimal control problems; longtime behavior; linear-quadratic (LQ); the turnpike property
49L20: Dynamic programming in optimal control and differential games
49N10: Linear-quadratic optimal control problems