Turnpike properties for stochastic linear-quadratic optimal control problems (Q2105894)
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scientific article; zbMATH DE number 7629815
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| English | Turnpike properties for stochastic linear-quadratic optimal control problems |
scientific article; zbMATH DE number 7629815 |
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Turnpike properties for stochastic linear-quadratic optimal control problems (English)
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8 December 2022
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turnpike property
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stochastic optimal control
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static optimization
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linear-quadratic
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stabilizability
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Riccati equation
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0.8353949785232544
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0.8339559435844421
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0.8331865072250366
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0.8259671330451965
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