Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients-Reference-Cited by-同舟云学术

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

Published:2024-08 Issue: Volume:400 Page:189-229
ISSN:0022-0396
Container-title:Journal of Differential Equations
language:en
Short-container-title:Journal of Differential Equations

Author:

Sun Jingrui^ORCID,Yong Jiongmin

Funder

National Science Foundation

Shenzhen Science and Technology Innovation Committee

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference31 articles.

1. Lecture on Stochastic Control;Bensoussan,1981

2. On the turnpike property and the receding-horizon method for linear-quadratic optimal control problems;Breiten;SIAM J. Control Optim.,2020

3. Infinite Horizon Optimal Control — Deterministic and Stochastic Systems;Carlson,1991

4. Stochastic linear quadratic regulators with indefinite control weight costs;Chen;SIAM J. Control Optim.,1998

5. Optimal Periodic Control;Colonius,1988

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