Turnpike theory of continuous-time linear optimal control problems
approximate solutionsdynamic gameslinear optimal control problemsordinary differential equationsstabilityturnpike propertyvariational calculus
Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02) Existence theories for optimal control problems involving ordinary differential equations (49J15) Optimality conditions for problems involving ordinary differential equations (49K15) Sensitivity, stability, well-posedness (49K40) Linear optimal control problems (49N05) Differential games and control (49N70) 2-person games (91A05) Dynamic games (91A25) Control/observation systems governed by ordinary differential equations (93C15)
In this monograph, the structure of approximate solutions of linear optimal control problems with nonsmooth integrands are studied. Such problems are closely related to the so-called turnpike property, discovered by Samuelson in 1948, and is well-known in the economic literature. Roughly speaking, the turnpike property means that the approximate solutions of the problems are determined mainly by the objective function and are essentially independent of the choice of the interval and endpoint conditions, except in regions close to the endpoints. The book consists of 9 chapters and presents in detail turnpike results for the following classes of problems: linear control problems with periodic nonsmooth convex integrands, linear control problems with autonomous nonconvex and nonsmooth integrands, zero-sum games with linear constraints, variational problems with extended-valued integrands, dynamic games with extended-valued integrands. Also, the structure of approximate solutions and their stability under small perturbations of integrands are investigated. It should be pointed out that the results of the book are interesting both from theoretical and engineering points of view. In particular, it is important to know when the turnpike has a simple structure as e.g. singleton or a periodic trajectory. This book is addressed both to engineers and for mathematicians interested in the calculus of variations, optimal control theory and in applied functional analysis.
- Turnpike properties in the calculus of variations and optimal control
- Structure of solutions of variational problems
- Stability of the turnpike phenomenon in discrete-time optimal control problems
- Turnpike phenomenon and infinite horizon optimal control
- A Turnpike property of approximate solutions of an optimal control problem arising in economic dynamics
- Turnpike results for a class of discrete-time optimal control problems arising in economic dynamics
- A probabilistic version of the turnpike theorem for homogeneous convex control models
- Infinite horizon optimal control. Theory and applications
- Structure of approximate solutions of Bolza variational problems on large intervals
- Turnpike property for two-dimensional Navier-Stokes equations
- A turnpike theorem for continuous-time control systems when the optimal stationary point is not unique
- Exact turnpike properties and economic NMPC
- Turnpike phenomenon and symmetric optimization problems
- Shape turnpike for linear parabolic PDE models
- A turnpike property of trajectories of dynamical systems with a Lyapunov function
- Turnpike conditions in infinite dimensional optimal control
- Turnpike phenomenon and infinite horizon optimal control
- Optimal Neumann control for the 1D wave equation: finite horizon, infinite horizon, boundary tracking terms and the turnpike property
- Turnpike properties in the calculus of variations and optimal control
- \textit{Turnpike} features in optimal selection of species represented by quota models
- Neural network architectures using min-plus algebra for solving certain high-dimensional optimal control problems and Hamilton-Jacobi PDEs
- scientific article; zbMATH DE number 3976718 (Why is no real title available?)
- Steady-State and Periodic Exponential Turnpike Property for Optimal Control Problems in Hilbert Spaces
- Turnpike properties in optimal control: an overview of discrete-time and continuous-time results
- Turnpike properties of optimal relaxed control problems
- Bolza optimal control problems with linear equations and nonconvex integrands on large intervals
- Classical system theory revisited for turnpike in standard state space systems and impulse controllable descriptor systems
- A nonintersection property for solutions of continuous time optimal control problems
- Stability of the turnpike phenomenon in discrete-time optimal control problems
- Turnpike in optimal control of PDEs, ResNets, and beyond
- Linear turnpike theorem
- Optimal control problems without terminal constraints: the turnpike property with interior decay
- scientific article; zbMATH DE number 7733448 (Why is no real title available?)
- Turnpike phenomenon for a class of optimal control problems with a Lyapunov function
- Long‐time behavior of shape design solutions for the Navier–Stokes equations
- Optimal reconstruction of vector fields from data for prediction and uncertainty quantification
- Necessary conditions for turnpike property for generalized linear-quadratic problems
- A semigroup framework for turnpike property of infinite-dimensional generalized linear-quadratic problems
- Turnpike property of linear quadratic control problems with unbounded control operators
- Preface to the special issue dedicated to Dr. Alexander J. Zaslavski on his 65th birthday
- The exponential turnpike property for periodic linear quadratic optimal control problems in infinite dimension
- Turnpike phenomenon for symmetric variational problems
- Two-term large-time asymptotic expansion of the value function for dissipative nonlinear optimal control problems
- Multiple turnpikes for variational problems with extended-valued integrands
- Multiple turnpikes of linear control systems with nonconvex integrands
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