collaborators

1 paper

math.OC2026

Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls

Kai Ding, Jiaqiang Wen, Jie Xiong +1

This paper is concerned with stochastic linear-quadratic (SLQ) optimal control problems with random coefficients and Poisson jumps. The weighting matrices are allowed to be random…