AVERAGED TURNPIKE PROPERTY FOR DIFFERENTIAL EQUATIONS WITH RANDOM CONSTANT COEFFICIENTS

Hernández Salinas M, Lecaros R, Zamorano S (2022)

Publication Type: Journal article

Publication year: 2022

Journal

Mathematical Control and Related Fields American Institute of Mathematical Sciences (AIMS)

DOI: 10.3934/mcrf.2022016

Abstract

This paper studies the integral turnpike and turnpike in average for a class of random ordinary differential equations. We prove that, under suitable assumptions on the matrices that define the system, the optimal solutions for an optimal distributed control tracking problem remain, in an averaged sense, sufficiently close to the associated random stationary optimal solution for the majority of the time horizon.

Authors with CRIS profile

Martin Hernández Salinas Lehrstuhl für Dynamics, Control, Machine Learning and Numerics (Alexander von Humboldt-Professur)

Involved external institutions

Universidad Técnica Frederico Santa María CL Chile (CL) Universidad de Santiago de Chile (USACH) / University of Santiago, Chile CL Chile (CL)

How to cite

APA:

Hernández Salinas, M., Lecaros, R., & Zamorano, S. (2022). AVERAGED TURNPIKE PROPERTY FOR DIFFERENTIAL EQUATIONS WITH RANDOM CONSTANT COEFFICIENTS. Mathematical Control and Related Fields. https://dx.doi.org/10.3934/mcrf.2022016

MLA:

Hernández Salinas, Martin, Rodrigo Lecaros, and Sebastian Zamorano. "AVERAGED TURNPIKE PROPERTY FOR DIFFERENTIAL EQUATIONS WITH RANDOM CONSTANT COEFFICIENTS." Mathematical Control and Related Fields (2022).

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