"A coupling approach to the turnpike problem in stochastic control"
The turnpike principle is a general phenomenon in dynamic control postulating that optimal curves and control tend to spend most of their time around certain attractors, known as turnpikes. The goal of this talk is to illustrate a method to obtain quantitative turnpike theorems in the context of stochastic control. The method is well suited to cover both finite-dimensional and McKean Vlasov control and is built around the construction of contracting couplings between controlled processes. In particular, it allows to put forward a controlled analogous of the so called reflection coupling.
