Strict Dissipativity Implies Turnpike Behavior for Time-Varying Discrete Time Optimal Control Problems
We consider the turnpike property for infinite horizon undiscounted optimal control problems in discrete time and with time-varying data. We show that, under suitable conditions, a time-varying strict dissipativity notion implies the turnpike property and a continuity property of the optimal value function. We also discuss the relation of strict dissipativity to necessary optimality conditions and illustrate our results by an example.
The research was supported by the DFG Grants GR1569/13-1 and 16-1.
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