Mara Vlašić: Calculation of the optimal trajectory for the twofold optimal control problem

Datum predavanja: četvrtak, 19.3.2026.
Vrijeme predavanja: 11h

Mara Vlašić, UNIDU
Title: Calculation of the optimal trajectory for the twofold optimal control problem

Abstract:
This work studies a twofold optimal control problem for finite-dimensional linear systems, where both the initial state and the control input are optimized. The objective is to analyze the emergence of the turnpike property, which states that optimal trajectories remain close to a steady-state solution over long time horizons.
Under standard controllability and observability assumptions, we show that the finite-horizon problem converges to a stationary optimal control problem as the time horizon increases. Theoretical results are derived using optimality systems and are supported by numerical experiments on discretized heat and wave equations. These results confirm that, despite differing dynamics, both systems exhibit clear turnpike behavior.

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