论文标题
平均场线性季度最佳控制问题的收费公路特性
Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems
论文作者
论文摘要
本文涉及对于无限时间范围中二次功能的平均场线性随机微分方程的最佳控制问题。在适当的条件下，包括稳定性，建立了最佳对的（强）指数，积分和均方向的特性。密钥应正确提出相应的静态优化问题，并找到确定校正过程的方程式。这些揭示了随机问题的主要特征，这些特征与该理论的确定性版本显着不同。
This paper is concerned with an optimal control problem for a mean-field linear stochastic differential equation with a quadratic functional in the infinite time horizon. Under suitable conditions, including the stabilizability, the (strong) exponential, integral, and mean-square turnpike properties for the optimal pair are established. The keys are to correctly formulate the corresponding static optimization problem and find the equations determining the correction processes. These have revealed the main feature of the stochastic problems which are significantly different from the deterministic version of the theory.
