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arXiv 2402.02841math.OC
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无限维周期线性二次最优控制问题的指数转盘性质

The exponential turnpike property for periodic linear quadratic optimal control problems in infinite dimension

Emmanuel Trélat, Xingwu Zeng, Can Zhang

AI总结:

本文在无限维周期线性二次最优控制中,证明最优轨迹、控制及伴随状态随时间区间趋于无穷而指数收敛到周期轨道,基于周期系数Riccati方程的大时间行为。

摘要:

本文针对由无限维周期系统控制的线性二次最优控制问题,建立了指数周期转盘性质。我们证明,当时间区间趋于无穷时,最优轨迹指数收敛到一条周期轨道。对于最优控制和伴随状态,也得到了类似的结果。我们的证明基于具有周期系数的算子微分Riccati方程解的大时间行为。

英文摘要:

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 the optimal trajectory converges exponentially to a periodic orbit when the time horizon tends to infinity. Similar results are obtained for the optimal control and adjoint state. Our proof is based on the large time behavior of solutions of operator differential Riccati equations with periodic coefficients.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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