2 papers
math.OC2026
The Ergodic Linear-Quadratic Optimal Control Problems with Random Periodic Coefficients
Jiacheng Wu, Qi Zhang
In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems with random periodic coefficients. We put forward the random periodic mean-square e…
math.OC2025
The Ergodic Linear-Quadratic Optimal Control Problems for Stochastic Mean-Field Systems with Periodic Coefficients
Jiacheng Wu, Qi Zhang
In this paper, we concern with the ergodic linear-quadratic closed-loop optimal control problems, in which the state equation is the mean-field stochastic differential equation wit…