An Exponential Turnpike Theorem for Dissipative Discrete Time Optimal Control Problems
نویسندگان
چکیده
منابع مشابه
An Exponential Turnpike Theorem for Dissipative Discrete Time Optimal Control Problems
We investigate the exponential turnpike property for finite horizon undiscounted 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 conclu...
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ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2014
ISSN: 0363-0129,1095-7138
DOI: 10.1137/120888934