Turnpike Properties in the Calculus of Variations and Optimal Control

Abstract

Focuses on the progress in turnpike theory. This book presents a number of results concerning the turnpike properties in the calculus of variations and optimal control . These results show that the turnpike properties form a general phenomenon which holds for various classes of variational problems and optimal control problems. Infinite horizon variational problems -- Extremals of nonautonomous problems -- Extremals of autonomous problems -- Infinite horizon autonomous problems -- Turnpike for autonomous problems -- Linear periodic control systems -- Linear systems with nonperiodic integrands -- Discrete-time control systems -- Control problems in Hilbert spaces -- A class of differential inclusions -- Convex processes -- A dynamic zero-sum game.