Pathwise Turnpike and Dissipativity Results for Discrete-Time Stochastic Linear-Quadratic Optimal Control Problems

Jonas Schießl, Ruchuan Ou, Timm Faulwasser, Michael Heinrich Baumann, Lars Grüne. Pathwise Turnpike and Dissipativity Results for Discrete-Time Stochastic Linear-Quadratic Optimal Control Problems. In 62nd IEEE Conference on Decision and Control, CDC 2023, Singapore, December 13-15, 2023. pages 2790-2795, IEEE, 2023. [doi]

Abstract

Abstract is missing.