Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
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Publication:6512949
arXiv2309.05422MaRDI QIDQ6512949FDOQ6512949
Authors: Jonas Schießl, Timm Faulwasser, Michael Heinrich Baumann, Lars Grüne 
Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
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