2 papers
math.OC2024
The exponential turnpike property for periodic linear quadratic optimal control problems in infinite dimension
Emmanuel Trélat, Xingwu Zeng, Can Zhang
In this paper, we establish an exponential periodic turnpike property for linear quadratic optimal control problems governed by periodic systems in infinite dimension. We show that…
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…