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:

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

Infinite Horizon Linear-Quadratic Leader-Follower Stochastic Differential Games for Regime Switching Diffusions

Kai Ding, Siyu Lv, Jie Xiong and Xin Zhang
Applied Mathematics & Optimization 92 (2) (2025)
https://doi.org/10.1007/s00245-025-10305-y

Infinite Time Horizon Stochastic Recursive Control Problems with Jumps: Dynamic Programming and Stochastic Verification Theorems

Sheng Luo, Xun Li and Qingmeng Wei
SIAM Journal on Control and Optimization 63 (2) 796 (2025)
https://doi.org/10.1137/24M1685080

Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system

Xueyang Yang and Zhiyong Yu
Journal of Mathematical Analysis and Applications 542 (2) 128796 (2025)
https://doi.org/10.1016/j.jmaa.2024.128796

Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the Related Hamiltonian Systems

Qingmeng Wei, Yaqi Xu and Zhiyong Yu
Applied Mathematics & Optimization 90 (1) (2024)
https://doi.org/10.1007/s00245-024-10148-z

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

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

Kehan Si, Zhenda Xu, Ka Fai Cedric Yiu and Xun Li
Journal of Industrial and Management Optimization 18 (4) 2415 (2022)
https://doi.org/10.3934/jimo.2021074

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

Qingmeng Wei and Zhiyong Yu
SIAM Journal on Control and Optimization 59 (4) 2594 (2021)
https://doi.org/10.1137/20M1360517

Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information

Bixuan Yang and Jinbiao Wu
Optimal Control Applications and Methods 41 (5) 1371 (2020)
https://doi.org/10.1002/oca.2602

Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs

Yufeng Shi and Huaizhong Zhao
Journal of Mathematical Analysis and Applications 485 (1) 123791 (2020)
https://doi.org/10.1016/j.jmaa.2019.123791