Solvability of Indefinite Stochastic LQ Optimal Control Problems for Jump Diffusion Models

Journal of Dynamical and Control Systems 2026

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Authors: Chao Tang, Xueqin Li, Qi Wang

DOI: 10.1007/s10883-026-09766-3

Cited by: 7

References: 21

Fields of Study & Subjects

Stochastic processes and financial applications Stability and Controllability of Differential Equations Stability and Control of Uncertain Systems

References 21