We consider a jump-diffusion mean field control problem with regime switching in the state
dynamics. The corresponding value function is characterized as the unique viscosity …

This paper obtains a maximum principle for switching diffusions with mean-field interactions.
The motivation stems from a wide range of applications for networked control systems in …

Focusing on regime-switching diffusions with mean-fields interactions, this paper is devoted
to obtaining a general maximum principle. A main feature is that conditional mean-field is …

This paper studies the extended mean-field control problems with state-control joint law
dependence and Poissonian common noise. We develop the stochastic maximum principle …

This paper concerns the indefinite linear quadratic (LQ) optimal control problem for discrete-
time singular Markov jump systems (MJSs) with finite and infinite horizon, where the weight …

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 consider linear-quadratic (LQ) leader-follower Stackelberg differential
games for mean-field type stochastic systems with jump diffusions, where the system …

In this paper, we investigate the singular optimal control problem for partially observed
stochastic control system with random jumps. In our model, the control variable is allowed to …

This paper studies a kind of time-inconsistent linear–quadratic control problem in a more
general framework with stochastic coefficients and random jumps. The time inconsistency …

The paper is dedicated to studying the problem of existence and uniqueness of solutions as
well as existence of and exponential convergence to invariant measures for McKean-Vlasov …