Esteve Yagüe C, Kouhkouh H, Pighin D, Zuazua Iriondo E (2022)
Publication Language: English
Publication Status: Accepted
Publication Type: Journal article, Original article
Future Publication Type: Journal article
Publication year: 2022
DOI: 10.1007/s00498-022-00325-2
Open Access Link: https://arxiv.org/abs/2006.10430
We analyze the consequences that the so-called turnpike property has on the long-time behavior of the value function corresponding to a finite-dimensional linear-quadratic optimal control problem with general terminal cost and constrained controls.
We prove that, when the time horizon T tends to infinity, the value function asymptotically behaves as [katex]W(x)+cT+\lambda [/katex], , and we provide a control interpretation of each of these three terms, making clear the link with the turnpike property.
APA:
Esteve Yagüe, C., Kouhkouh, H., Pighin, D., & Zuazua Iriondo, E. (2022). The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems. Mathematics of Control Signals and Systems. https://doi.org/10.1007/s00498-022-00325-2
MLA:
Esteve Yagüe, Carlos, et al. "The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems." Mathematics of Control Signals and Systems (2022).
BibTeX: Download