Erratum to:https://doi.0rg/10.1007/s11401-022-0374-x 1.The third line of page 999,the first author's name Jiangrui SUN should be changed to JingruiSUN.2.The seventh lineofpage 6 of file totalcontents-43B6.pdf,Jiangrui...
supported by the National Natural Science Foundation of China(No.11901280,12271242,12201424);Guangdong Basic and Applied Basic Research Foundation(No.2021A1515010031);Shenzhen Fundamental Research General Program(No.JCYJ20220530112814032);NSF(No.DMS-1812921)。
This paper analyzes the limiting behavior of stochastic linear-quadratic optimal control problems in finite time-horizon[0,T]as T→∞.The so-called turnpike properties are established for such problems,under stabiliza...