Classical System Theory Revisited for Turnpike in Standard State Space Systems and Impulse Controllable Descriptor Systems
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 the turnpike 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 in the nondetectable 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.
 Publication:

arXiv eprints
 Pub Date:
 July 2020
 arXiv:
 arXiv:2007.13621
 Bibcode:
 2020arXiv200713621H
 Keywords:

 Mathematics  Optimization and Control;
 Mathematics  Dynamical Systems;
 49N10;
 49J15;
 93B52
 EPrint:
 31 pages, 1 figure