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Cited article:

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Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System

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Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system

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Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients

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SIAM Journal on Control and Optimization 59 (4) 2594 (2021)
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Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information

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Optimal Control Applications and Methods 41 (5) 1371 (2020)
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Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs

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