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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Schießl, Jonas, Ou, Ruchuan, Faulwasser, Timm, Baumann, Michael Heinrich, Grüne, Lars
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control 93E20, 49N10, 93E15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2309.05422