Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Stochastic Linear-Quadratic Optimal Control Problems with Multi-dimensional State, Random Coefficients and Regime Switching

Yuyang Chen and Peng Luo
Applied Mathematics & Optimization 91 (2) (2025)
https://doi.org/10.1007/s00245-025-10235-9

Linear-Convex partially observed optimal control problem with Markov chain and input constraint

Tian Chen, Zongyuan Huang and Zhen Wu
ESAIM: Control, Optimisation and Calculus of Variations 31 41 (2025)
https://doi.org/10.1051/cocv/2025029

Stochastic Linear Quadratic Optimal Control Problems with Regime-Switching Jumps in Infinite Horizon

Fan Wu, Xun Li and Xin Zhang
SIAM Journal on Control and Optimization 63 (2) 852 (2025)
https://doi.org/10.1137/24M1645334

Non-homogeneous stochastic linear-quadratic optimal control problems with multidimensional state and regime switching

Yuyang Chen and Peng Luo
Probability, Uncertainty and Quantitative Risk 10 (1) 13 (2025)
https://doi.org/10.3934/puqr.2025002

Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients

Hongwei Mei, Qingmeng Wei and Jiongmin Yong
Numerical Algebra, Control and Optimization (2024)
https://doi.org/10.3934/naco.2024020

Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model

Ishak Alia and Mohamed Sofiane Alia
Mathematical Control and Related Fields (2023)
https://doi.org/10.3934/mcrf.2023030

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

Jiaqiang Wen, Xun Li, Jie Xiong and Xin Zhang
SIAM Journal on Control and Optimization 61 (2) 949 (2023)
https://doi.org/10.1137/22M1481415

Non-homogeneous stochastic LQ control with regime switching and random coefficients

Ying Hu, Xiaomin Shi and Zuo Quan Xu
Mathematical Control and Related Fields (2023)
https://doi.org/10.3934/mcrf.2023021

Open-loop equilibrium strategy for mean-variance Portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model

Ishak Alia and Mohamed Sofiane Alia
Journal of Industrial and Management Optimization 19 (4) 2396 (2023)
https://doi.org/10.3934/jimo.2022048