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

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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Turnpike properties in the calculus of variations and optimal control
An Exponential Turnpike Theorem for Dissipative Discrete Time Optimal Control Problems
The turnpike property in finite-dimensional nonlinear optimal control
Long Time versus Steady State Optimal Control
On a Matrix Riccati Equation of Stochastic Control
Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
Quadratic control for linear periodic systems
Integral and measure-turnpike properties for infinite-dimensional optimal control systems
Turnpike properties for stochastic linear-quadratic optimal control problems
Turnpike Properties and Strict Dissipativity for Discrete Time Linear Quadratic Optimal Control Problems
Turnpike Properties in Optimal Control: An Overview of Discrete-Time and Continuous-Time Results
On the Turnpike Property and the Receding-Horizon Method for Linear-Quadratic Optimal Control Problems
On the relation between turnpike properties and dissipativity for continuous time linear quadratic optimal control problems
Optimal periodic control
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Turnpike properties of optimal relaxed control problems
Turnpike conditions in infinite dimensional optimal control
The turnpike property in nonlinear optimal control -- a geometric approach
On linear differential equations with periodic coefficients
Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems

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