离散时间高维交互代理系统的岔道特性

Martin Gugat, Michael Herty, Jiehong Liu, Chiara Segala
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摘要

我们研究了离散时间多代理最优控制问题的内部转弯现象。虽然对于连续系统来说,岔道特性已经确立,但我们在此将重点放在此类系统的一阶离散化上。研究表明,由此产生的时间离散系统继承了拐点特性,其估计值与连续系统中的估计值类型相同。特别是,我们证明了离散时间最优控制问题是严格耗散的,且廉价控制假设成立。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
The turnpike property for high‐dimensional interacting agent systems in discrete time
We investigate the interior turnpike phenomenon for discrete‐time multi‐agent optimal control problems. While for continuous systems the turnpike property has been established, we focus here on first‐order discretizations of such systems. It is shown that the resulting time‐discrete system inherits the turnpike property with estimates of the same type as in the continuous case. In particular, we prove that the discrete time optimal control problem is strictly dissipative and the cheap control assumption holds.
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