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

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Mei, Hongwei, Wang, Rui, Yong, Jiongmin
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Optimization and Control 49N10, 93E15, 93E20
Accesso online:	Acceder al recurso
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