Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control

MaRDI QIDQ6512949arXivFDO

Authors Jonas Schießl, Timm Faulwasser, Michael Heinrich Baumann, Lars Grüne

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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