Inferring the adjoint turnpike property from the primal turnpike property

Abstract

This paper investigates an interval turnpike result for the adjoints/costates of finite- and infinite-dimensional nonlinear optimal control problems under the assumption of an interval turnpike on states and controls. We consider stabilizable dynamics governed by a generator of a semigroup with finite-dimensional unstable part satisfying a spectral decomposition condition and show the desired turnpike property under continuity assumptions on the first-order optimality conditions. We further provide a numerical example with a semilinear heat equation to illustrate the results.