Classical system theory revisited for Turnpike in standard state space systems and impulse controllable descriptor systems

Heiland J., Zuazua EClassical system theory revisited for Turnpike in standard state space systems and impulse controllable descriptor systems (2021) SIAM J. Control Optim.

Abstract. The concept of turnpike connects the solution of long but finite time horizon optimal control problems with steady state optimal controls. A key ingredient of the analysis of turnpike phenomena is the linear quadratic regulator problem and the convergence of the solution of the associated differential Riccati equation as the terminal time approaches infinity. This convergence has been investigated in linear systems theory in the 1980s. We extend classical system theoretic results for the investigation of turnpike properties of standard state space systems and descriptor systems. We present conditions for turnpike phenomena in the non detectable case and for impulse controllable descriptor systems. For the latter, in line with the theory for standard linear systems,we establish existence and convergence of solutions to a generalized differential Riccati equation.

Read Full Paper