Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Mei, Hongwei, Wang, Rui, Yong, Jiongmin
Format: Preprint
Published: 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!