Journal Articles Systems and Control Letters Year : 2024

Linear quadratic optimal control turnpike in finite and infinite dimension: two-term expansion of the value function

Abstract

In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon T tends to infinity. The leading term in this expansion, proportional to T, corresponds to the optimal value attained through the classical turnpike theory in the associated static problem. The remaining terms are associated with optimal stabilization problems towards the turnpike.
Fichier principal
Vignette du fichier
turnpike_LQ.pdf (374.68 Ko) Télécharger le fichier
Origin Files produced by the author(s)

Dates and versions

hal-04361557 , version 1 (22-12-2023)

Identifiers

Cite

Veljko Ašković, Emmanuel Trélat, Hasnaa Zidani. Linear quadratic optimal control turnpike in finite and infinite dimension: two-term expansion of the value function. Systems and Control Letters, 2024, 188, pp.105803. ⟨10.1016/j.sysconle.2024.105803⟩. ⟨hal-04361557⟩
69 View
57 Download

Altmetric

Share

More