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Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems - MaRDI portal

Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems (Q6198086)

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scientific article; zbMATH DE number 7806781
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Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
scientific article; zbMATH DE number 7806781

    Statements

    title
    Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems (English)
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    author
    Jingrui Sun
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    Jiong-min Yong
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    publication date
    20 February 2024
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    zbMATH Keywords
    strong turnpike property
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    mean-field
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    stochastic optimal control
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    linear-quadratic
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    static optimization
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    stabilizability
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    Riccati equation
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    cites work
    Q4002240
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    Q5736638
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    Identifiers

    arXiv ID
    2209.11466
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    DOI
    10.1137/22m1524187
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    Mathematics Subject Classification ID
    49N10
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    49N80
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    93E15
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    93E20
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    zbMATH DE Number
    7806781
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