The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
One kind of fully coupled linear quadratic stochastic control problem with random jumps is studied. The explicit form of the optimal control is obtained. The optimal control can be proved to be unique. One kind of generalized Riccati equation system is introduced and its solvability is discussed. The linear feedback regulator for the optimal control problem with random jumps is given by the solution...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.