M. Hernández, R. Lecaros, S. Zamorano (2023) Averaged turnpike property for differential equations with random constant coefficients. Mathematical Control and Related Fields , Vol. 365, pp. 808-832, https://www.aimsciences.org/article/doi/10.3934/mcrf.2022016
Abstract. This paper studies the integral turnpike and turnpike in average for a class of random ordinary differential equations. We prove that, under suitable assumptions on the matrices that define the system, the optimal solutions for an optimal distributed control tracking problem remain, in an averaged sense, sufficiently close to the associated random stationary optimal solution for the majority of the time horizon.