Date: Mon. July 05, 2021
Event: INdAM Workshop 2021 “Analysis and Numerics of Design, Control and Inverse Problems” (Roma/Online)
Title: Some remarks on the Turnpike property
Speaker: Prof. Dr. Martin Gugat
Affiliation: FAU DCN-AvH, Chair for Dynamics, Control and Numerics – Alexander von Humboldt Professorship at FAU Erlangen-Nürnberg (Germany)
Abstract. The turnpike phenomenon is a structural property or the solutions of optimal control problems that occurs if the optimal control problems have a certain structure which is often called dissipativity. A typical example are dynamic optimal control problems with tracking terms in the objective functional, where a certain desired state appears. Turnpike results give statements about the distance between the optimal trajectories and a certain static state (the turnpike). Often the turnpike can by found as the solution of certain static optimal control problems.
In this talk we comment about the finite-time turnpike phenomenon, which is also called exact turnpike, where the turnpike state is reached exactly after finite time. This situation occurs if non-smooth tracking terms appear in the objective functional Moreover we discuss the phenomenon in the presence of probabilistic constraints.
