Turnpike Theorem for an Infinite Horizon Optimal Control Problem with Time Delay

An Infinite Horizon Optimal Control Problem for Some Switching Systems

Nonlinear Stabilizers in Optimal Control Problems with Infinite Time Horizon

In optimal control problems with infinite time horizon, arising in models of economic growth, there are essential difficulties in analytical and even in numerical construction of solutions of Hamiltonian systems. The problem is in stiff properties of differential equations of the maximum principle and in non-stable character of equilibrium points connected with corresponding transversality cond...

Optimal Neumann control for the 1D wave equation: Finite horizon, infinite horizon, boundary tracking terms and the turnpike property

We consider a vibrating string that is fixed at one end with Neumann control action at the other end. We investigate the optimal control problem of steering this system from given initial data to rest, in time T , by minimizing an objective functional that is the convex sum of the L-norm of the control and of a boundary Neumann tracking term. We provide an explicit solution of this optimal cont...

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...

Infinite Horizon Sparse Optimal Control

A class of infinite horizon optimal control problems involving Lp-type cost functionals with 0 < p ≤ 1 is discussed. The existence of optimal controls is studied for both the convex case with p = 1 and the nonconvex case with 0 < p < 1, and the sparsity structure of the optimal controls promoted by the Lp-type penalties is analyzed. A dynamic programming approach is proposed to numerically appr...