On the Relation Between Turnpike Properties for Finite and Infinite Horizon Optimal Control Problems
On the Relation Between Turnpike Properties for Finite and Infinite Horizon Optimal Control Problems
复制标题
有限和无限地平线最优控制问题的收费公路特性关系
DOI：
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发表时间：
2017
影响因子：
1.9
通讯作者：
S. Weller
中科院分区：
文献类型：
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作者：
L. Grüne;Christopher M. Kellett;S. Weller
我们证明了，在适当的正则性条件下，有限时域最优控制问题具有收费公路性质，当且仅当它的无限时域对应。我们证明了未贴现和贴现问题的结果，并提供了一个版本，其中包括有关收敛速度的定量信息。
We show that, under appropriate regularity conditions, a finite horizon optimal control problem exhibits the turnpike property, if and only if its infinite horizon counterpart does. We prove the result for both undiscounted and discounted problems and also provide a version which incorporates quantitative information about the convergence rates.