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

Ying Hu, Xiaomin Shi, Zuo Quan Xu

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Number of pages	21
Journal	Applied Mathematics and Optimization
Publication status	Submitted - Jan 2022

More information

@article{6caba29188b046a29e62b231ef133b1a,

title = "Stochastic linear-quadratic control with a jump and regime switching on a random horizon",

author = "Ying Hu and Xiaomin Shi and Xu, {Zuo Quan}",

year = "2022",

month = jan,

language = "English",

journal = "Applied Mathematics and Optimization",

issn = "0095-4616",

publisher = "Springer New York",

}