Solvability of indefinite stochastic LQ optimal control problems for jump diffusion models

DOI10.1007/S10883-026-09766-3MaRDI QIDQ6848354zbMATH OpenFDO

Authors Chao Tang, Xueqin Li, Qi Wang

Publication date 6 March 2026

Published in Journal of Dynamical and Control Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10883-026-09766-3

zbMATH Keywords

indefinite stochastic linear quadratic optimal controlrandom jumpsstochastic Riccati equation

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Optimal feedback synthesis (49N35) Optimal stochastic control (93E20)

Cites work

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