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

DOI10.1016/j.jde.2024.04.012zbMath1539.49026MaRDI QIDQ6540596

Jingrui Sun, Jiong-min Yong

Publication date: 17 May 2024

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

zbMATH Keywords

periodic solutionslinear-quadratic optimal controlstochastic optimal controlstabilizabilityRiccati equationturnpike property

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Periodic optimal control problems (49N20) Existence of optimal solutions to problems involving randomness (49J55) Exponential stability (93D23)

Cites Work

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