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math.OC2023
Linear quadratic optimal control turnpike in finite and infinite dimension: two-term expansion of the value function
Veljko Askovic, Emmanuel Trélat, Hasnaa Zidani
In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fi…
math.OC2023★ 1 cited
Two-term large-time asymptotic expansion of the value function for dissipative nonlinear optimal control problems
Veljko Askovic, Emmanuel Trélat, Hasnaa Zidani
Considering a general nonlinear dissipative finite dimensional optimal control problem in fixed time horizon T , we establish a two-term asymptotic expansion of the value function…