加载中…
We study the asymptotic behavior of solutions to linear-quadratic mean field stochastic optimal control problems. By formulating an ergodic control framework, we characterize the convergence between the finite time horizon control problem and its ergodic counterpart. Leveraging these convergence results, we establish the turnpike property for the optimal pairs, demonstrating that solutions to the finite time horizon control problem remain exponentially close to the ergodic equilibrium except near the temporal boundaries. This result reveals the intrinsic connection between long-term dynamics and their asymptotic behavior in mean field control systems.

生成讲解博客的中文版本

生成AI智能校验的中文版本