Erratum to: Turnpike Properties for Stochastic Linear-Quadratic Optimal Control Problems
نویسندگان
چکیده
منابع مشابه
Turnpike properties and strict dissipativity for discrete time linear quadratic optimal control problems
We investigate turnpike behaviour of discrete time optimal control problems with linear dynamics and linear-quadratic cost functions including state and control constraints. We give necessary and sufficient conditions in terms of spectral criteria and matrix inequalities. As important tools we use the concepts of strict dissipativity and a new property called strict pre-dissipativity of a syste...
متن کاملCharacterization of optimal feedback for stochastic linear quadratic control problems
One of the fundamental issues in Control Theory is to design feedback controls. It is well-known that, the purpose of introducing Riccati equations in the study of deterministic linear quadratic control problems is exactly to construct the desired feedbacks. To date, the same problem in the stochastic setting is only partially well-understood. In this paper, we establish the equivalence between...
متن کاملHaar Matrix Equations for Solving Time-Variant Linear-Quadratic Optimal Control Problems
In this paper, Haar wavelets are performed for solving continuous time-variant linear-quadratic optimal control problems. Firstly, using necessary conditions for optimality, the problem is changed into a two-boundary value problem (TBVP). Next, Haar wavelets are applied for converting the TBVP, as a system of differential equations, in to a system of matrix algebraic equations...
متن کاملSolvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations
A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE), which is a matrix-valued quadratic backward stochastic differential equation along with an algebraic constraint involving the unknown. Either the optimal control problem or the SRE is solvable only if the g...
متن کاملTurnpike Properties of Optimal Control Systems
In this paper we discuss recent progress in the turnpike theory which is one of our primary areas of research. Turnpike properties are well known in mathematical economics. The term was first coined by Samuelson (see [1]) who showed that an efficient expanding economy would for most of the time be in the vicinity of a balanced equilibrium path. These properties were studied by many researches f...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Chinese Annals of Mathematics, Series B
سال: 2023
ISSN: ['0252-9599', '1572-9133', '1860-6261']
DOI: https://doi.org/10.1007/s11401-023-0008-y