An Exponential Turnpike Theorem for Dissipative Discrete Time Optimal Control Problems
نویسندگان
چکیده
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 concluded from structural properties like controllability and stabilizability of the control system under consideration.
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ورودعنوان ژورنال:
- SIAM J. Control and Optimization
دوره 52 شماره
صفحات -
تاریخ انتشار 2014