We consider a class of nonlinear stochastic systems with square-root nonlinearities
appearing in the diffusion terms. The optimal control problems with indefinite quadratic …

This article studies uniform stabilization and social optimality for linear quadratic (LQ) mean
field control problems with multiplicative noise, where agents are coupled via dynamics and …

We consider an optimal regulator problem for a class of nonlinear stochastic systems with a
square-root nonlinearity and random coefficients, and using the quadratic-linear criterion …

In this paper, we consider an optimal control and stabilization problem of linear mean‐field
(MF) system, where the quadratic cost functional is allowed to be indefinite. Inspired by the …

In this paper, a novel incremental Newton's iterative algorithm for investigating the optimal
control problem of Itô stochastic systems is presented. Newton's method is employed under …

The paper focuses on the optimal control and stabilization of indefinite stochastic Markov
jump systems with multiplicative noise. The sufficient and necessary condition of …

In this note, we investigate the indefinite linear quadratic (LQ) optimization problem for
discrete time-varying stochastic systems with infinite Markov jumps, where the weighting …