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

Fuente: arXiv

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Bibliographic Details
Main Authors:	Ding, Kai, Wen, Jiaqiang, Xiong, Jie, Zhang, Xin
Format:	Preprint
Published:	2026
Subjects:	Optimization and Control 49N10, 93E20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.13204