Applied Mathematics & Optimization (2026) 93:46
https://doi.org/10.1007/s00245-026-10397-0


Long-Time Behaviors of Stochastic Linear-Quadratic
Optimal Control Problems
Jiamin Jian1 · Sixian Jin2 · Qingshuo Song3           · Jiongmin Yong4
Received: 8 January 2025 / Accepted: 2 February 2026 / Published online: 6 March 2026
The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature
2026

Abstract
This paper investigates the asymptotic behavior of th ...