Averaged turnpike property for differential equations with random constant coefficients
- 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
Author: | Martin Hernandez, Rodrigo Lecaros, Sebastian Zamorano |
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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): | Creative Commons - CC BY-SA - Namensnennung - Weitergabe unter gleichen Bedingungen 4.0 International |