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Averaged turnpike property for differential equations with random constant coefficients

Submission Status:under review
  • This paper studies the integral turnpike and turnpike in average for a class of random or- dinary differential equations. We prove that, under suitable assumptions on the matrices that define the system, the optimal solutions for an optimal distributed control tracking problem remain, in an averaged sense, sufficiently close to the associated random stationary optimal solution for the majority of the time horizon

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Author:Martin Hernandez, Rodrigo Lecaros, Sebastian Zamorano
Document Type:Article
Language:English
Date of Publication (online):2022/05/25
Release Date:2022/05/28
Institutes:Friedrich-Alexander-Universität Erlangen-Nürnberg
Subprojects:C03
Licence (German):License LogoCreative Commons - CC BY-SA - Namensnennung - Weitergabe unter gleichen Bedingungen 4.0 International