Turnpike property of optimal solutions of infinite-horizon variational problems

被引：3
|
作者：
Zaslavski, AJ
机构：
[1] Department of Mathematics, Technion-Israel Inst. of Technology
来源：
SIAM JOURNAL ON CONTROL AND OPTIMIZATION | 1997年 / 35卷 / 04期
关键词：
infinite horizon; weakly optimal function; good function; turnpike property;
D O I：
10.1137/S036301299528935X
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Given x(0) is an element of R-n we study the infinite-horizon problem of minimizing the expression integral(0)(T) f(x(t), x'(t))dt as T grows to infinity, where a function x: [0, infinity) --> R-n is absolutely continuous and satisfies the initial condition x(0) = x(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.
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页码：1169 / 1203
页数：35
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