collaborators

1 paper

math.OC2026

Indefinite Stochastic Linear-Quadratic Optimal Control Problem for a Markov Regime-Switching Model

Na Li, Yilin Wei, Harry Zheng

This paper investigates an indefinite stochastic linear-quadratic (SLQ) control problem with parameters subject to Markov regime-switching. Based on the well-posedness of the SLQ p…