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Main Authors: Hernández, Martín, Lazar, Martin, Zamorano, Sebastián
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2404.17455
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author Hernández, Martín
Lazar, Martin
Zamorano, Sebastián
author_facet Hernández, Martín
Lazar, Martin
Zamorano, Sebastián
contents Our main contribution in this article is the achievement of the turnpike property in its integral and exponential forms for parameter-dependent systems with averaged observations in the cost functional. Namely, under suitable assumptions with respect to the matrices that defined the dynamics and the cost functional, we prove that the optimal control and state for the evolutionary problem converge in average to the optimal pair of an associated stationary problem. Moreover, we characterize the closeness between these two optimal solutions, proving that over a large time interval, they are exponentially close.
format Preprint
id arxiv_https___arxiv_org_abs_2404_17455
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Averaged observations and turnpike phenomenon for parameter-dependent systems
Hernández, Martín
Lazar, Martin
Zamorano, Sebastián
Optimization and Control
Our main contribution in this article is the achievement of the turnpike property in its integral and exponential forms for parameter-dependent systems with averaged observations in the cost functional. Namely, under suitable assumptions with respect to the matrices that defined the dynamics and the cost functional, we prove that the optimal control and state for the evolutionary problem converge in average to the optimal pair of an associated stationary problem. Moreover, we characterize the closeness between these two optimal solutions, proving that over a large time interval, they are exponentially close.
title Averaged observations and turnpike phenomenon for parameter-dependent systems
topic Optimization and Control
url https://arxiv.org/abs/2404.17455