Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
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Publication:6198086
DOI10.1137/22m1524187arXiv2209.11466MaRDI QIDQ6198086
Publication date: 20 February 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2209.11466
stochastic optimal controlstabilizabilityRiccati equationmean-fieldlinear-quadraticstatic optimizationstrong turnpike property
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15) Mean field games and control (49N80)
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