Under uniform convexity, the stochastic Riccati equation with jumps has a unique strongly regular solution, enabling closed-loop representation of optimal controls in indefinite stochastic LQ problems with random coefficients and Poisson jumps.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
Under uniform convexity, the stochastic Riccati equation with jumps has a unique strongly regular solution, enabling closed-loop representation of optimal controls in indefinite stochastic LQ problems with random coefficients and Poisson jumps.