Periodic Exponential Turnpike Phenomenon in Mean-Field Stochastic Linear-Quadratic Optimal Control
Fuente:
arXiv
Saved in:
| Main Authors: | Sun, Jingrui, Yuan, Lvning, Zhang, Jiaqi |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Partial Exponential Turnpike Phenomenon in Linear-Convex Optimal Control
by: Sun, Jingrui, et al.
Published: (2026)
by: Sun, Jingrui, et al.
Published: (2026)
Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Policy Gradient for Continuous-Time Mean-Field Control
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
by: Ding, Kai, et al.
Published: (2026)
by: Ding, Kai, et al.
Published: (2026)
A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)
by: Shi, Jingtao, et al.
Published: (2020)
Turnpike Property of a Linear-Quadratic Optimal Control Problem in Large Horizons with Regime Switching II: Non-Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Equilibrium in Functional Stochastic Games with Mean-Field Interaction
by: Jaber, Eduardo Abi, et al.
Published: (2023)
by: Jaber, Eduardo Abi, et al.
Published: (2023)
Mean field social optimization: feedback person-by-person optimality and the dynamic programming equation
by: Huang, Minyi, et al.
Published: (2025)
by: Huang, Minyi, et al.
Published: (2025)
Backward Linear-Quadratic Mean Field Stochastic Differential Games: A Direct Method
by: Si, Yu, et al.
Published: (2024)
by: Si, Yu, et al.
Published: (2024)
Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional
by: Li, Lin, et al.
Published: (2026)
by: Li, Lin, et al.
Published: (2026)
Approximately optimal distributed controls for high-dimensional stochastic systems with pairwise interaction through controls
by: Devey, Elise
Published: (2025)
by: Devey, Elise
Published: (2025)
Stochastic Optimal Linear Quadratic Controls with A Recursive Cost Functional in Infinite Horizon
by: Li, Lin, et al.
Published: (2026)
by: Li, Lin, et al.
Published: (2026)
Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
by: Bayraktar, Erhan, et al.
Published: (2026)
by: Bayraktar, Erhan, et al.
Published: (2026)
Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
by: Schießl, Jonas, et al.
Published: (2023)
by: Schießl, Jonas, et al.
Published: (2023)
Stackelberg Stochastic Linear-Quadratic Differential Games: A Closed-Loop Equilibrium Approach
by: Lü, Qi, et al.
Published: (2026)
by: Lü, Qi, et al.
Published: (2026)
Ergodicity and turnpike properties of linear-quadratic mean field control problems
by: Bayraktar, Erhan, et al.
Published: (2025)
by: Bayraktar, Erhan, et al.
Published: (2025)
A stochastic maximum principle for singular mean-field regime-switching optimal control
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)
by: Somé, Maalvladédon Ganet, et al.
Published: (2025)
A Pontryagin Maximum Principle on the Belief Space for Continuous-Time Optimal Control with Discrete Observations
by: Bayer, Christian, et al.
Published: (2025)
by: Bayer, Christian, et al.
Published: (2025)
Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
by: Jian, Jiamin, et al.
Published: (2024)
by: Jian, Jiamin, et al.
Published: (2024)
Mean-Field Control Barrier Functions: A Framework for Real-Time Swarm Control
by: Fung, Samy Wu, et al.
Published: (2024)
by: Fung, Samy Wu, et al.
Published: (2024)
A Partially Observed Stochastic Linear Stackelberg Differential Game with Poisson Jumps under Mean-Variance Criteria
by: Lin, Jingtao, et al.
Published: (2026)
by: Lin, Jingtao, et al.
Published: (2026)
Linear-Quadratic Partially Observed Mean Field Stackelberg Stochastic Differential Game with Applications
by: Si, Yu, et al.
Published: (2025)
by: Si, Yu, et al.
Published: (2025)
Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems
by: Cong, Wenyu, et al.
Published: (2024)
by: Cong, Wenyu, et al.
Published: (2024)
Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise
by: Si, Yu, et al.
Published: (2024)
by: Si, Yu, et al.
Published: (2024)
Dynamic Programming Principle and Stabilization for Mean-Field Quantum Filtering Systems
by: Chalal, Sofiane, et al.
Published: (2026)
by: Chalal, Sofiane, et al.
Published: (2026)
General Linear-Quadratic Mean Field Stochastic Differential Game with Common Noise: A Direct Method
by: Si, Yu, et al.
Published: (2025)
by: Si, Yu, et al.
Published: (2025)
Stochastic Optimal Impulse Controls with Changing Running Costs
by: Cao, Yuchen, et al.
Published: (2025)
by: Cao, Yuchen, et al.
Published: (2025)
Direct Approach of Indefinite Linear-Quadratic Mean Field Games
by: Cong, Wenyu, et al.
Published: (2024)
by: Cong, Wenyu, et al.
Published: (2024)
Infinite dimensional open-loop linear quadratic stochastic optimal control problems and related games
by: Jing, Guangdong
Published: (2024)
by: Jing, Guangdong
Published: (2024)
Decentralized Strategies for Backward Linear-Quadratic Mean Field Games and Teams
by: Si, Yu, et al.
Published: (2025)
by: Si, Yu, et al.
Published: (2025)
Periodic optimal control of a plug flow reactor model with an isoperimetric constraint
by: Yevgenieva, Yevgeniia, et al.
Published: (2023)
by: Yevgenieva, Yevgeniia, et al.
Published: (2023)
Linear-Quadratic Stackelberg Mean Field Games and Teams with Arbitrary Population Sizes
by: Cong, Wenyu, et al.
Published: (2024)
by: Cong, Wenyu, et al.
Published: (2024)
Linear-Quadratic Mean Field Games with Common Noise: A Direct Approach
by: Cong, Wenyu, et al.
Published: (2025)
by: Cong, Wenyu, et al.
Published: (2025)
A Novel Approach to Peng's Maximum Principle for McKean-Vlasov Stochastic Differential Equations
by: Spille, Johan Benedikt, et al.
Published: (2026)
by: Spille, Johan Benedikt, et al.
Published: (2026)
Global Maximum Principle for Partially Observed Risk-Sensitive Progressive Optimal Control of FBSDE with Poisson Jumps
by: Lin, Jingtao, et al.
Published: (2025)
by: Lin, Jingtao, et al.
Published: (2025)
MP and DPP for Mean-Variance Portfolio Selection Problem with Poisson Jumps, Recursive Utility and Their Relationship
by: Zhang, Qiyue, et al.
Published: (2025)
by: Zhang, Qiyue, et al.
Published: (2025)
Extended mean field control: a global numerical solution via finite-dimensional approximation
by: Picarelli, Athena, et al.
Published: (2025)
by: Picarelli, Athena, et al.
Published: (2025)
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
by: Kharroubi, Idris, et al.
Published: (2025)
by: Kharroubi, Idris, et al.
Published: (2025)
Stochastic modeling of cyclic cancer treatments under common noise
by: Sonith, Jason
Published: (2024)
by: Sonith, Jason
Published: (2024)
Similar Items
-
Partial Exponential Turnpike Phenomenon in Linear-Convex Optimal Control
by: Sun, Jingrui, et al.
Published: (2026) -
Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
by: Mei, Hongwei, et al.
Published: (2025) -
Policy Gradient for Continuous-Time Mean-Field Control
by: Bayraktar, Erhan, et al.
Published: (2026) -
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
by: Ding, Kai, et al.
Published: (2026) -
A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)