Turnpike Properties for Partially Uncontrollable Systems
- We analyse the turnpike properties for a general, infinite dimensional, linear-quadratic (LQ) optimal control problem, both in the deterministic and in the stochastic case. The novelty of the paper is twofold. Firstly, it obtains positive turnpike results for systems that are (partially) uncontrollable. Secondly, it provides turnpike results for averaged control associated to a family of problems that depend on a random parameter, which is the first turnpike type result in the averaged controllability framework.
Author: | Martin Gugat, Martin Lazar |
---|---|
Document Type: | Article |
Language: | English |
Date of Publication (online): | 2023/03/01 |
Date of first Publication: | 2023/03/01 |
Release Date: | 2023/04/14 |
Tag: | Averaged Control; Infinite-time admissibility; LQ optimal control problem; Measure Turnpike; Turnpike phenomenon |
Volume: | Automatica |
Issue: | 149 |
Institutes: | Friedrich-Alexander-Universität Erlangen-Nürnberg |
Subprojects: | C03 |
C05 | |
Licence (German): | Creative Commons - CC BY - Namensnennung 4.0 International |