Turnpike Properties for Partially Uncontrollable Systems
Submission Status: | in press |
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- 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.