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Stability of the Turnpike Phenomenon in Discrete-Time Optimal Control Problems

✍ Scribed by Alexander J. Zaslavski


Publisher
Springer International Publishing : Imprint: Springer
Year
2014
Tongue
English
Leaves
114
Series
SpringerBriefs in Optimization
Category
Library

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✦ Synopsis


The structure of approximate solutions of autonomous discrete-time optimal control problems and individual turnpike results for optimal control problems without convexity (concavity) assumptions are examined in this book. In particular, the book focuses on the properties of approximate solutions which are independent of the length of the interval, for all sufficiently large intervals; these results apply to the so-called turnpike property of the optimal control problems. By encompassing the so-called turnpike property the approximate solutions of the problemsΒ are determined primarily by the objective function and are fundamentally independent of the choice of interval and endpoint conditions, except in regions close to the endpoints. This bookΒ also explores the turnpike phenomenon for two large classes of autonomous optimal control problems. It is illustrated that the turnpike phenomenon is stable for an optimal control problem if the corresponding infinite horizon optimal control problem possesses an asymptotic turnpike property. If an optimal control problem belonging to the first class possesses the turnpike property, then the turnpike is a singleton (unit set). The stability of the turnpike property under small perturbations of an objective function and of a constraint map is established. For the second class of problems where the turnpike phenomenon is not necessarily a singleton the stability of the turnpike property under small perturbations of an objective function is established. Containing solutions of difficult problems in optimal controlΒ and presenting new approaches, techniques and methods this book is of interest forΒ mathematiciansΒ working in optimal control and the calculus of variations.Β It also can be useful in preparation courses for graduate students

✦ Table of Contents


Front Matter....Pages i-x
Introduction....Pages 1-7
Optimal Control Problems with Singleton Turnpikes....Pages 9-45
Optimal Control Problems with Discounting....Pages 47-63
Optimal Control Problems with Nonsingleton Turnpikes....Pages 65-103
Back Matter....Pages 105-109

✦ Subjects


Mathematics;Mathematical optimization;Calculus of Variations and Optimal Control;Optimization;Operations Research, Management Science;Mathematical Applications in Computer Science


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