Work

Mean-field social optimization for linear–quadratic Markov switching systems with Poisson jumps

Year: 2025

Type: article

Source: European Journal of Control

DOI: 10.1016/j.ejcon.2025.101356

Authors: Ruimin Xu, Jingyu Zhang, Kaiyue Dong, Haiyang Wang

Institutions: Qilu University of Technology, Shandong Academy of Sciences, Shandong Normal University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Natural Science Foundation of Shandong Province

Awards: G2439321966, G6120845148, G8978737985

OpenAlex ID: W4413848845

FWCI: 0.914

Cites: 21

Cited by: 1

Related to: 10