Closed-Loop Solvability of Infinite-Horizon Stochastic Linear-Quadratic Problems for Markov Regime-Switching Jump-Diffusion Systems
Published in arXiv, 2026
Recommended citation: Kai Ding, Fan Wu, Jie Xiong, & Xinyue Zhang (2026). "Closed-Loop Solvability of Infinite-Horizon Stochastic Linear-Quadratic Problems for Markov Regime-Switching Jump-Diffusion Systems." arXiv preprint, arXiv:2607.24004.
Download Paper
