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20182026
most citedOpen-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems of Markov Regime-Switching System

2 citations · 4 across the 10 of their papers we have counts for

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math.OC2018★ 2 cited

Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems of Markov Regime-Switching System

Xin Zhang, Xun Li

This paper investigates the stochastic linear quadratic (LQ, for short) optimal control problem of Markov regime switching system. The representation of the cost functional for the…