The exponential turnpike property for periodic linear quadratic optimal control problems in infinite dimension

التفاصيل البيبلوغرافية
العنوان: The exponential turnpike property for periodic linear quadratic optimal control problems in infinite dimension
المؤلفون: Trélat, Emmanuel, Zeng, Xingwu, Zhang, Can
سنة النشر: 2024
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control
الوصف: In this paper, we establish an exponential periodic turnpike property for linear quadratic optimal control problems governed by periodic systems in infinite dimension. We show that the optimal trajectory converges exponentially to a periodic orbit when the time horizon tends to infinity. Similar results are obtained for the optimal control and adjoint state. Our proof is based on the large time behavior of solutions of operator differential Riccati equations with periodic coefficients.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2402.02841
رقم الأكسشن: edsarx.2402.02841
قاعدة البيانات: arXiv