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Averaged turnpike property for differential equations with random constant coefficients
Mathematical Control and Related Fields ( IF 1.2 ) Pub Date : 2022-01-01 , DOI: 10.3934/mcrf.2022016
Martín Hernández 1 , Rodrigo Lecaros 2 , Sebastián Zamorano 3
Affiliation  

<p style='text-indent:20px;'>This paper studies the integral turnpike and turnpike in average for a class of random ordinary differential equations. We prove that, under suitable assumptions on the matrices that define the system, the optimal solutions for an optimal distributed control tracking problem remain, in an averaged sense, sufficiently close to the associated random stationary optimal solution for the majority of the time horizon.</p>

中文翻译:

具有随机常数系数的微分方程的平均收费特性

<p style='text-indent:20px;'>本文研究了一类随机常微分方程的积分收费公路和平均收费公路。我们证明,在对定义系统的矩阵进行适当假设的情况下,最优分布式控制跟踪问题的最优解在平均意义上仍然足够接近大部分时间范围内的相关随机平稳最优解。< /p>
更新日期:2022-01-01
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