Turnpike solutions of optimal control problems

Turnpike solutions of optimal control problems

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Article ID: iaor2007326
Country: Netherlands
Volume: 67
Issue: 6
Start Page Number: 880
End Page Number: 886
Publication Date: Jun 2006
Journal: Automation and Remote Control
Authors: ,
Abstract:

Minimizing sequences for degenerate optimal control problems are constructed from turnpike solutions. Two variational approximation schemes for the turnpike solution are described: the first is a direct improvement of the simple approximation of piecewise-continuous turnpikes by the solutions of the initial differential system and the second consists of constructing an approximate optimal control in the neighborhood of a turnpike by a parametric curve in the state space. Since a sequence of state-linear feedback controls with variable coefficients is generated in both variants, turnpikes can be easily realized in practice.

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