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/s00498-022-00325-2zbMath1505.49026arXiv2006.10430OpenAlexW3214796166MaRDI QIDQ2103960
Hicham Kouhkouh, Carlos Esteve, Dario Pighin, Enrique Zuazua
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 equationsoptimal control problemslongtime behaviorlinear-quadratic (LQ)the turnpike property
Dynamic programming in optimal control and differential games (49L20) Linear-quadratic optimal control problems (49N10)
Related Items (2)
Turnpike in optimal control of PDEs, ResNets, and beyond ⋮ Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations
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