On the Turnpike Property and the Receding-Horizon Method for Linear-Quadratic Optimal Control Problems

DOI10.1137/18M1225811zbMath1437.49047arXiv1811.02421OpenAlexW3015724939MaRDI QIDQ5107062

Laurent Pfeiffer, Tobias Breiten

Publication date: 22 April 2020

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.02421

zbMATH Keywords

Riccati equationvalue functionmodel predictive controlturnpike propertyoptimality systemsreceding-horizon control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stabilization of systems by feedback (93D15) Linear-quadratic optimal control problems (49N10) Existence theories for optimal control problems involving partial differential equations (49J20) Sensitivity analysis for optimization problems on manifolds (49Q12)

Related Items (15)

Turnpike in infinite dimension ⋮ Slow Decay and Turnpike for Infinite-Horizon Hyperbolic Linear Quadratic Problems ⋮ Averaged turnpike property for differential equations with random constant coefficients ⋮ On the Turnpike Property and the Receding-Horizon Method for Linear-Quadratic Optimal Control Problems ⋮ Turnpike properties for partially uncontrollable systems ⋮ Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems ⋮ The effect of the terminal penalty in Receding Horizon Control for a class of stabilization problems ⋮ Time adaptivity in model predictive control ⋮ Strict dissipativity analysis for classes of optimal control problems involving probability density functions ⋮ A Hybrid Finite-Dimensional RHC for Stabilization of Time-Varying Parabolic Equations ⋮ Exponential Turnpike property for fractional parabolic equations with non-zero exterior data ⋮ Abstract nonlinear sensitivity and turnpike analysis and an application to semilinear parabolic PDEs ⋮ Entropic turnpike estimates for the kinetic Schrödinger problem ⋮ The turnpike property and the longtime behavior of the Hamilton-Jacobi-Bellman equation for finite-dimensional LQ control problems ⋮ Turnpike properties for stochastic linear-quadratic optimal control problems

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