Title :
Turnpike property of optimal solutions of infinite-horizon variational problems
Author_Institution :
Dept. of Math., Technion-Israel Inst. of Technol., Haifa, Israel
Abstract :
Given x/sub 0//spl isin/R/sup n/ we study the infinite-horizon problem of minimizing the expression /spl int//sub 0//sup T/ f(x(t), x´(t))dt as T grows to infinity, where a function x: [0,/spl infin/)/spl rarr/R/sup n/ is absolutely continuous and satisfies the initial condition x(0)=x/sub 0/ and f=f(x,u) is an integrand. We study the structure of (f)-weakly optimal solutions and establish the turnpike property for a generic integrand f.
Keywords :
"H infinity control","Mathematics","Optimal control","Costs"
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.650634