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

DOI10.1016/J.JDE.2024.04.012MaRDI QIDQ6540596zbMATHFDO

Authors Jingrui Sun, Jiongmin Yong

Publication date 17 May 2024

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

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)

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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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