Journal Home Page

Cumulative Index

List of all Volumes

Complete Contents
of this Volume

Previous Article

Next Article

Journal of Convex Analysis 21 (2014), No. 3, 681--701
Copyright Heldermann Verlag 2014

Turnpike Properties of Approximate Solutions of Nonconcave Discrete-Time Optimal Control Problems

Alexander J. Zaslavski
Dept. of Mathematics, Technion, Israel Institute of Technology, 32000 Haifa, Israel

We study the structure of approximate solutions of an autonomous nonconcave discrete-time control system with a compact metric space of states. This control system is described by a bounded upper semicontinuous objective function which determines an optimality criterion. We are interested in turnpike properties of the approximate solutions which are independent of the length of the interval, for all sufficiently large intervals. We show that the turnpike property of approximate solutions on finite intervals follows from the asymptotic turnpike property of approximate solutions of the corresponding infinite horizon optimal control problem. We also show that this asymptotic turnpike property for the corresponding infinite horizon optimal control problem holds for most objective functions in the sense of Baire category.

Keywords: Compact metric space, generic property, good program, turnpike property.

MSC: 49J99

[ Fulltext-pdf  (145  KB)] for subscribers only.