Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients (Q6540596)
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scientific article; zbMATH DE number 7850183
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients |
scientific article; zbMATH DE number 7850183 |
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Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients (English)
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17 May 2024
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turnpike property
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stochastic optimal control
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periodic solutions
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linear-quadratic optimal control
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Riccati equation
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stabilizability
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