An Exponential Turnpike Theorem for Dissipative Discrete Time Optimal Control Problems

@article{Damm2014AnET,
  title={An Exponential Turnpike Theorem for Dissipative Discrete Time Optimal Control Problems},
  author={T. Damm and L. Gr{\"u}ne and Marleen Stieler and K. Worthmann},
  journal={SIAM J. Control. Optim.},
  year={2014},
  volume={52},
  pages={1935-1957}
}
  • T. Damm, L. Grüne, +1 author K. Worthmann
  • Published 2014
  • Mathematics, Computer Science
  • SIAM J. Control. Optim.
  • We investigate the exponential turnpike property for finite horizon undiscounted discrete time optimal control problems without any terminal constraints. Considering a class of strictly dissipative systems, we derive a boundedness condition for an auxiliary optimal value function which implies the exponential turnpike property. Two theorems illustrate how this boundedness condition can be concluded from structural properties like controllability and stabilizability of the control system under… CONTINUE READING
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