2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.OC2023★ 2 cited
Pathwise turnpike and dissipativity results for discrete-time stochastic linear-quadratic optimal control problems
Jonas Schießl, Ruchuan Ou, Timm Faulwasser +2
We investigate pathwise turnpike behavior of discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for su…
eess.SY2020
A Simulation Study on Turnpikes in Stochastic LQ Optimal Control
Ruchuan Ou, Michael Heinrich Baumann, Lars Grüne +1
This paper presents a simulation study on turnpike phenomena in stochastic optimal control problems. We employ the framework of Polynomial Chaos Expansions (PCE) to investigate the…