Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients

DOI10.1016/J.JDE.2024.04.012zbMATH Open1539.49026MaRDI QIDQ6540596FDOQ6540596

Authors: Jingrui Sun, Jiongmin Yong 

Publication date: 17 May 2024

Published in: Journal of Differential Equations (Search for Journal in Brave)

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zbMATH Keywords

periodic solutionsstochastic optimal controlturnpike propertyRiccati equationstabilizabilitylinear-quadratic optimal control

Mathematics Subject Classification ID

Existence of optimal solutions to problems involving randomness (49J55) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20) Periodic optimal control problems (49N20) Exponential stability (93D23)

Cites Work

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Cited In (2)

• Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
• Averaged turnpike property for differential equations with random constant coefficients

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