English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

Motivated by linear-quadratic optimal control problems (LQ problems, forshort) for mean-field stochastic differential equations (SDEs, for short) withthe coefficients containing regime switching governed by a Markov chain, weconsider an LQ problem for an SDE with the coefficients being adapted to afiltration independent of the Brownian motion driving the control system.Classical approach of completing the square is applied to the current problemand obvious shortcomings are indicated. Open-loop and closed-loop solvabilityare introduced and characterized.

Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients