论文标题
一项关于随机LQ最佳控制中收费人员的模拟研究
A Simulation Study on Turnpikes in Stochastic LQ Optimal Control
论文作者
论文摘要
本文介绍了关于随机最佳控制问题中收费公路现象的模拟研究。我们采用多项式混乱扩展（PCE）的框架来研究随机LQ问题中收费人员的存在。我们的发现表明，在PCE系数的演变以及统计矩的演化中，可以观察到收费夹。此外，对于最佳实现轨迹和最佳固定分布，可以观察到收费公路现象。最后，在增加目标的差异惩罚会改变收费公路时，它不会破坏现象。
This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the presence of turnpikes in stochastic LQ problems. Our findings indicate that turnpikes can be observed in the evolution of PCE coefficients as well as in the evolution of statistical moments. Moreover, the turnpike phenomenon can be observed for optimal realization trajectories and with respect to the optimal stationary distribution. Finally, while adding variance penalization to the objective alters the turnpike, it does not destroy the phenomenon.
