This paper aims to determine whether or not a stochastic feedback control can stabilize or
destabilize a given nonlinear hybrid system. New methods are developed and sufficient …

This paper mainly discusses H∞ finite-time realization for a class of uncertain Markovian
jump systems (MJSs) with unmeasurable state via sliding mode control (SMC) method. A …

A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field
stochastic differential equations with constant coefficients in an infinite horizon. The …

In this paper, we deal with a generalized multi-period mean–variance portfolio selection
problem with market parameters subject to Markov random regime switchings. Problems of …

This paper investigates social optima of mean field linear-quadratic-Gaussian (LQG) control
models with Markov jump parameters. The common objective of the agents is to minimize a …

In this paper we consider the stochastic optimal control problem of discrete-time Markov
jump with multiplicative noise linear systems. The performance criterion is assumed to be …

In this paper, we consider the stochastic optimal control problem of discrete-time linear
systems subject to Markov jumps and multiplicative noises under two criteria. The first one is …

This paper studies robust H2/H∞ control problem for systems subjected to multiplicative
noise and Markovian parameter jumps. A necessary/sufficient condition for the existence of …

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 …

This paper is concerned with a stochastic linear-quadratic optimal control problem with
regime switching, random coefficients and cone control constraint. The randomness of the …