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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…
math.OC2026
Linear-quadratic mixed Stackelberg-zero-sum game for mean-field regime switching system
Pengyan Huang, Na Li, Zuo Quan Xu +1
Motivated by a green finance problem, a linear-quadratic Stackelberg differential game for a regime switching system involving one leader and two followers is studied. The two foll…