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Article Dans Une Revue Mathematical Control and Related Fields Année : 2023

Stochastic linear-quadratic control with a jump and regime switching on a random horizon

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hal-03877775 , version 1 (29-11-2022)

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Ying Hu, Xiaomin Shi, Zuo Quan Xu. Stochastic linear-quadratic control with a jump and regime switching on a random horizon. Mathematical Control and Related Fields, 2023, 13 (4), pp.1597-1617. ⟨10.3934/mcrf.2022051⟩. ⟨hal-03877775⟩
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