Turnpike phenomenon for averaged optimal control

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Authors: Martín A. Hernández, Martin Lazar, Sebastián Zamorano
Cited by: 0
References: 19

Abstract

Our main contribution in this article is to prove the turnpike property in both its integral and exponential forms for parameter-dependent systems with averaged optimal control. Specifically, under suitable assumptions about the matrices defining the system dynamics and the cost functional, we prove that the optimal control and state for the time-dependent problem converge, on average, to the optimal pair of the associated stationary problem. Furthermore, we quantify the proximity between these two optimal solutions, proving that, over a sufficiently long time interval, they remain exponentially close.

Fields of Study & Subjects

Stability and Controllability of Differential Equations Advanced Control Systems Optimization Optimization and Variational Analysis

Publication details

Journal / source
Optimization
Volume
75
Issue
13
Pages
3625–3648
Publication date
11 February 2026
Language
EN