URN to cite this document: urn:nbn:de:bvb:703-epub-3186-9
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
,
2017
. - 18 S.
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Project information
Project title: |
Project's official title Project's id DFG-Projekt "Analyse der Regelgüte für verteilte und multikriterielle Modellprädiktive Regelung" GR 1569/13-1 ARC Discovery Project DP160102138 |
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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)
- On the relation between turnpike properties for finite and infinite horizon optimal control problems. (deposited 07 Feb 2017 06:47) [Currently Displayed]