This paper considers the linear–quadratic (LQ) leader–follower Stackelberg differential
game for Markov jump-diffusion stochastic differential equations (SDEs). We first obtain the …

This paper thoroughly investigates stochastic linear-quadratic optimal control problems with
the Markovian regime switching system, where the coefficients of the state equation and the …

A novel method for finding the closed-loop optimal controllers of the finite-time fractional
linear quadratic regulator systems is introduced. The necessary optimality conditions for the …

In this paper, we consider a linear quadratic (LQ) leader–follower stochastic differential
game for regime switching diffusions with mean-field interactions. One of the salient features …

In this paper, we investigate open-loop and weak closed-loop solvabilities of stochastic
linear quadratic (LQ, for short) optimal control problem of Markovian regime switching …

This paper studies a continuous-time, finite-horizon contracting problem with renegotiation
and dynamic inconsistency arising from non-exponential discounting. The problem is …

This paper investigates a zero-sum Stackelberg stochastic linear-quadratic differential game
with jumps. The coefficients of the state equation and the weighting matrices in the …

This paper is concerned with stochastic linear quadratic (LQ, for short) optimal control
problems in an infinite horizon with conditional mean-field term in a switching regime …

Motivated by linear-quadratic optimal control problems (LQ problems, for short) for mean-
field stochastic differential equations (SDEs, for short) with the coefficients containing regime …

This paper investigates a two-person non-homogeneous linear-quadratic stochastic
differential game (LQ-SDG, for short) in an infinite horizon for a system regulated by a time …