URN zum Zitieren der Version auf EPub Bayreuth: urn:nbn:de:bvb:703-epub-3024-1
Titelangaben
Grüne, Lars ; Kellett, Christopher M. ; Weller, Steven R.:
On the relation between turnpike properties for finite and infinite horizon optimal control problems.
Bayreuth
,
2016
. - 15 S.
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Projekttitel: |
Offizieller Projekttitel Projekt-ID DFG-Projekt "Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung" GR 1569/13-1 ARC Discovery Project DP160102138 |
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Deutsche Forschungsgemeinschaft ARC |
Abstract
We show that under appropriate regularity conditions a finite horizon optimal control problem exhibits the turnpike property if and only if its infinite horizon counterpart does. We prove the result for undiscounted and for discounted problems and also provide a version which incorporates quantitative information about the convergence rates.
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- On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 28 Okt 2016 06:13) [Aktuelle Anzeige]