Cover Image

Stability and performance of stochastic economic MPC - Stochastic characterization of the closed-loop asymptotics

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Schießl, Jonas, Selder, Hannah, Ou, Ruchuan, Baumann, Michael Heinrich, Faulwasser, Timm, Grüne, Lars
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control 93B45, 93D15, 93E15, 93E20
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Turnpike and dissipativity in generalized discrete-time stochastic linear-quadratic optimal control
by: Schießl, Jonas, et al.
Published: (2023)

Stochastic linear quadratic optimal control problems with regime-switching jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)

Stability of long run functionals with respect to stationary Markov controls
by: Stettner, Lukasz
Published: (2024)

Reinforcement Learning Method for Zero-Sum Linear-Quadratic Stochastic Differential Games in Infinite Horizons
by: Wang, Yiyuan
Published: (2026)

Two person non-zero-sum linear-quadratic differential game with Markovian jumps in infinite horizon
by: Wu, Fan, et al.
Published: (2024)

On invariance of observability for BSDEs and its applications to stochastic control systems
by: Guo, Bao-Zhu, et al.
Published: (2024)

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)

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)

The Ergodic Linear-Quadratic Optimal Control Problems for Stochastic Mean-Field Systems with Periodic Coefficients
by: Wu, Jiacheng, et al.
Published: (2025)

Open-loop and closed-loop solvabilities for zero-sum stochastic linear quadratic differential games of Markovian regime switching system
by: Wu, Fan, et al.
Published: (2024)

Hautus-Type Criteria for Controllability and Stabilizability of Backward-Structured Stochastic Systems
by: Sun, Jingrui
Published: (2026)

On approximations of stochastic optimal control problems with an application to climate equations
by: Flandoli, Franco, et al.
Published: (2024)

A mean-field version of Bank-El Karoui's representation of stochastic processes
by: He, Xihao, et al.
Published: (2023)

Maximum Principles for Partially Observed Controls of Forward SPDEs and Backward SDEs with Jumps
by: Qian, Hongjiang, et al.
Published: (2026)

Unique Ergodicity of Non-Linear Filters via Reachability and Uniform Weak Continuity
by: Demirci, Yunus Emre, et al.
Published: (2023)

Second-Order $Λ$-Sets and Extensions to Non-Smooth, Hybrid, and Stochastic Optimal Control
by: Rashid, Mohammad H. M
Published: (2025)

Reflected stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Liu, Lu, et al.
Published: (2025)

Adjoint-based optimal control of jump-diffusion processes
by: Bartsch, Jan, et al.
Published: (2025)

Convergence and turnpike properties of linear-quadratic mean field control problems with common noise
by: Bayraktar, Erhan, et al.
Published: (2026)

Stochastic linear-quadratic differential game with Markovian jumps in an infinite horizon
by: Wu, Fan, et al.
Published: (2024)

Stochastic modeling of cyclic cancer treatments under common noise
by: Sonith, Jason
Published: (2024)

The Loewner framework applied to Zolotarev sign and ratio problems
by: Antoulas, Athanasios C., et al.
Published: (2025)

Bilinear Quadratic Output Systems and Balanced Truncation
by: Faßbender, Heike, 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)

Ergodicity and turnpike properties of linear-quadratic mean field control problems
by: Bayraktar, Erhan, et al.
Published: (2025)

On Bellman equation in the limit order optimization problem for high-frequency trading
by: Balakaeva, M. I., et al.
Published: (2025)

Continuous time Stochastic optimal control under discrete time partial observations
by: Bayer, Christian, et al.
Published: (2024)

Numerical methods for closed-loop systems with non-autonomous data
by: Baran, B., et al.
Published: (2024)

On the Mathematical Theory of Quantum Stochastic Filtering Equations for Mixed States
by: Kolokoltsov, Vassili N
Published: (2025)

On the Loewner framework, the Kolmogorov superposition theorem, and the curse of dimensionality
by: Antoulas, Athanasios C., et al.
Published: (2024)

Discrete-Time Approximations of Controlled Diffusions with Infinite Horizon Discounted and Average Cost
by: Pradhan, Somnath, et al.
Published: (2025)

Optimal Feedback Control in Social Networks in a McKean-Vlasov-Friedkin-Johnsen System
by: Pramanik, Paramahansa
Published: (2025)

Automatic model training under restrictive time constraints
by: Cironis, Lukas, et al.
Published: (2021)

Criterion of Internal Stability of Linear Formations
by: Lakeyev, A. V.
Published: (2024)

Varying Horizon Learning Economic MPC With Unknown Costs of Disturbed Nonlinear Systems
by: Xiong, Weiliang, et al.
Published: (2025)

Stability of an elastodynamic system with localized internal damping and acoustic boundary conditions
by: Balehouane, Abdelkhalek, et al.
Published: (2025)

Long-Time Behaviors of Stochastic Linear-Quadratic Optimal Control Problems
by: Jian, Jiamin, et al.
Published: (2024)

On Asymptotic and Finite-Time Stabilization of Bilinear Systems
by: Ouzahra, Mohamed
Published: (2026)

Infinite time horizon stochastic recursive control problems with jumps: dynamic programming and stochastic verification theorems
by: Luo, Sheng, et al.
Published: (2024)

Adaptive Reduced Order Modelling of Discrete-Time Systems with Input-Output Dead Time
by: Pelling, Art J. R., et al.
Published: (2025)