Necessary conditions for turnpike property for generalized linear–quadratic problems

Abstract

In this paper, we develop several necessary conditions of turnpike property for generalized linear–quadratic (LQ) optimal control problem in infinite-dimensional setting. The term ‘generalized’ here means that both quadratic and linear terms are considered in the running cost. The turnpike property reflects the fact that over a sufficiently large time horizon, the optimal trajectories and optimal controls stay for most of the time close to a steady state of the system. We show that the turnpike property is strongly connected to certain system theoretical properties of the control system. We provide suitable conditions to characterize the turnpike property in terms of the detectability and stabilizability of the system. Subsequently, we show the equivalence between the exponential turnpike property for generalized LQ and LQ optimal control problems.