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Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control - MaRDI portal

Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control

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Publication:6512949

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zbMatharXiv:2309.05422MaRDI QIDQ6512949

Michael Heinrich Baumann, Lars Grüne, Jonas Schießl, Unnamed Author, Timm Faulwasser

Publication date: 1 January 1

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15)

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