一类带指数权最优控制问题的Turnpike性质

Turnpike Properties of a Class of Optimal Control Problems with Exponential Weights

该文主要研究一类带指数权的有限维最优控制问题的长时间渐近行为.主要方法是依据Pontryagin最大值原理,代数Riccati理论,对最优控制问题的Hamilton系统进行解耦分析,分别在两种不同的状态约束条件下建立最优轨道和最优控制的指数turnpike性质.

In this paper,we consider the long-term asymptotic behavior of a class of finite-dimensional optimal control problems with exponential weights.The main method of this article is to decouple the Hamilton system of optimal control problems,based on the Pontryagin maximum principle and the algebraic Riccati theory.The exponential turnpike properties of optimal trajectory and optimal control are established under two different conditions.