Veljko Askovic

@article{askovic_3824,

title = {Two-term large-time asymptotic expansion of the value function for dissipative nonlinear optimal control problems},

author = {Veljko ASKOVIC and Emmanuel Trélat and Hasnaa Zidani},

url = {https://www.aimsciences.org/article/doi/10.3934/mcrf.2024041},

year  = {2024},

date = {2024-12-01},

journal = {Mathematical Control And Related Fields},

volume = {14},

number = {4},

pages = {1501-1516},

abstract = {Considering a general nonlinear dissipative finite dimensional optimal control problem in fixed time horizon , we establish a two-term asymptotic expansion of the value function as the time horizon T tends to infinity. The dominating term is times the optimal value obtained from the optimal static problem within the classical turnpike theory. The second term, of order unity, is interpreted as the sum of two values associated with optimal stabilization problems related to the turnpike.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{askovic_3825,

title = {Linear quadratic optimal control turnpike in finite and infinite dimension: Two-term expansion of the value function},

author = {Veljko ASKOVIC and Emmanuel Trélat and Hasnaa Zidani},

url = {https://www.sciencedirect.com/science/article/pii/S0167691124000914},

year  = {2024},

date = {2024-06-01},

journal = {Systems & Control Letters},

volume = {188},

pages = {105803},

abstract = {In this paper, we consider a linear quadratic (LQ) optimal control problem in both finite and infinite dimensions. We derive an asymptotic expansion of the value function as the fixed time horizon tends to infinity. The leading term in this expansion, proportional to , corresponds to the optimal value attained through the classical turnpike theory in the associated static problem. The remaining terms are associated with optimal stabilization problems towards the turnpike.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}

@article{askovic_3823,

title = {On the asymptotic behavior of the value function in large time optimal control problems},

author = {Veljko ASKOVIC and Emmanuel Trélat and Hasnaa Zidani},

url = {https://www.sciencedirect.com/science/article/pii/S2405896322011685},

year  = {2022},

date = {2022-07-01},

journal = {International Federation of Automatic Control},

volume = {55},

number = {16},

pages = {38-43},

abstract = {We investigate the large time behavior of the value function associated to an optimal control problem in the finite dimensional case. We first establish the large time asymptotic expansion in the linear quadratic (LQ) case using the Hamiltonian structure of the Pontryagin Maximum Principle (PMP) extremal equations and some basic results of LQ theory. We then state, without proof, a general result for dissipative nonlinear systems.},

keywords = {},

pubstate = {published},

tppubtype = {article}

}