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Turnpike solutions of optimal control problems

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Abstract

Minimizing sequences for degenerate optimal control problems are constructed from turnpike solutions. Two variational approximation schemes for the turnpike solution are described: the first is a direct improvement of the simple approximation of piecewise-continuous turnpikes by the solutions of the initial differential system and the second consists of constructing an approximate optimal control in the neighborhood of a turnpike by a parametric curve in the state space. Since a sequence of state-linear feedback controls with variable coefficients is generated in both variants, turnpikes can be easily realized in practice.

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Original Russian Text © Ni Min Quang, M. Yu. Ukhin, 2006, published in Avtomatika i Telemekhanika, 2006, No. 6, pp. 54–60.

This work was supported by the Russian Foundation for Basic Research, project no. 05-01-00260 and the Shanghai Municipal Committee for Education, project no. E03004.

This paper was recommended for publication by B.M. Miller, a member of the Editorial Board

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Quang, N.M., Ukhin, M.Y. Turnpike solutions of optimal control problems. Autom Remote Control 67, 880–886 (2006). https://doi.org/10.1134/S000511790606004X

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