<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>We show a turnpike result for problems of optimal control with possibly nonlinear systems as well as pointwise-in-time state and control constraints. The objective functional is of integral type and contains a tracking term which penalizes the distance to a desired steady state. In the optimal control problem, only the initial state is prescribed. We assume that a cheap control condition holds that yields a bound for the optimal value of our optimal control problem in terms of the initial data. We show that the solutions to the optimal control problems on the time intervals [0<italic>,T</italic> ] have a turnpike structure in the following sense: For large <italic>T</italic> the contribution to the objective functional that comes from the subinterval [<italic>T/</italic>2<italic>,T</italic> ], i.e., from the second half of the time interval [0<italic>,T</italic> ], is at most of the order 1<italic>/T</italic> . More generally, the result holds for subintervals of the form [<italic>rT,T</italic> ], where <italic>r ∈</italic> (0, 1<italic>/</italic>2) is a real number. Using this result inductively implies that the decay of the integral on such a subinterval in the objective function is faster than the reciprocal value of a power series in <italic>T</italic> with positive coefficients. Accordingly, the contribution to the objective value from the final part of the time interval decays rapidly with a growing time horizon. At the end of the paper we present examples for optimal control problems where our results are applicable.</p>
</abstract>

We show a turnpike result for problems of optimal control with possibly nonlinear systems as well as pointwise-in-time state and control constraints. The objective functional is of integral type and contains a tracking term which penalizes the distance to a desired steady state. In the optimal control problem, only the initial state is prescribed. We assume that a cheap control condition holds that yields a bound for the optimal value of our optimal control problem in terms of the initial data. We show that the solutions to the optimal control problems on the time intervals [0,T ] have a turnpike structure in the following sense: For large T the contribution to the objective functional that comes from the subinterval [T/2,T ], i.e., from the second half of the time interval [0,T ], is at most of the order 1/T . More generally, the result holds for subintervals of the form [rT,T ], where r ∈ (0, 1/2) is a real number. Using this result inductively implies that the decay of the integral on such a subinterval in the objective function is faster than the reciprocal value of a power series in T with positive coefficients. Accordingly, the contribution to the objective value from the final part of the time interval decays rapidly with a growing time horizon. At the end of the paper we present examples for optimal control problems where our results are applicable.

Optimal Control Problems without Terminal Constraints: The Turnpike Property with Interior Decay

Department of Electrical Engineering and Computing

International Journal of Applied Mathematics and Computer Science

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

We show a turnpike result for problems of optimal control with possibly nonlinear systems as well as pointwise-in-time state and control constraints. The...

Optimal Control Problems without Terminal Constraints: The Turnpike Property with Interior Decay

Published Online: Sep 21, 2023

Page range: 429 - 438

Received: Dec 08, 2022

Accepted: Apr 11, 2023

DOI: https://doi.org/10.34768/amcs-2023-0031

Keywords
optimal control, turnpike property, system with hyperbolic PDEs, interior decay

© 2023 Martin Gugat et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Optimal Control Problems without Terminal Constraints: The Turnpike Property with Interior Decay

Published Online: Sep 21, 2023

Page range: 429 - 438

Received: Dec 08, 2022

Accepted: Apr 11, 2023

DOI: https://doi.org/10.34768/amcs-2023-0031

Keywordsoptimal control, turnpike property, system with hyperbolic PDEs, interior decay

© 2023 Martin Gugat et al., published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.

Keywords
optimal control, turnpike property, system with hyperbolic PDEs, interior decay