URN to cite this document: urn:nbn:de:bvb:703epub30241
Title data
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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Project information
Project title: 
Project's official title Project's id DFGProjekt "Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung" GR 1569/131 ARC Discovery Project DP160102138 

Project financing: 
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 Oct 2016 06:13) [Currently Displayed]