Tutte Colloquium - Roberto Guglielmi

Title: Turnpike phenomena in optimal control

Abstract: This talk will begin with a concise introduction to optimal control, viewed as an optimization problem where the decision variables are subject to dynamical constraints. We will then discuss the turnpike phenomenon in optimal control problems and show how it can be characterized through the energy-based concept of dissipativity of the underlying dynamical system. The theoretical results will be illustrated in the context of linear–quadratic optimal control problems, both for discrete and continuous time dynamics, where a complete characterization can be derived in terms of the spectral properties of the system.