An exponential turnpike theorem for dissipative discrete time optimal control problems
Résumé
We investigate the exponential turnpike property for nite horizon undercounted discrete time optimal control problems without any terminal constraints. Considering a class of strictly dissipative systems we derive a boundedness condition for an auxiliary optimal value function which implies the exponential turnpike property. Two theorems illustrate how this boundedness condition can be concluded from structural properties like controllability and stabilizability of the control system under consideration.
Domaines
Optimisation et contrôle [math.OC]
Origine : Fichiers produits par l'(les) auteur(s)
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