Stability of a Turnpike Phenomenon for a Discrete-Time Optimal Control System

被引：9

作者：

Zaslavski, A. J. ^{[1
]}

机构：

[1] Technion Israel Inst Technol, Dept Math, IL-32000 Haifa, Israel

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 2010年 / 145卷 / 03期

关键词：

Compact metric space; Good function; Turnpike property; HORIZON VARIATIONAL-PROBLEMS; OPTIMAL PROGRAMS; INFINITE; EXISTENCE; GROWTH; MODEL;

D O I：

10.1007/s10957-010-9677-2

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We study the structure of solutions of a discrete-time control system with a compact metric space of states X which arises in economic dynamics. This control system is described by a nonempty closed set Omega aS,XxX which determines a class of admissible trajectories (programs) and by a bounded upper semicontinuous objective function v:Omega -> R (1) which determines an optimality criterion. We are interested in turnpike properties of the approximate solutions which are independent of the length of the interval, for all sufficiently large intervals. In the present paper, we show that these turnpike properties are stable under perturbations of the objective function v.

引用

页码：597 / 612

页数：16

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