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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

Jie Xiong

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2 papers indexed here

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Preprint Sep 2026

Stochastic linear-quadratic control problem for regime-switching jump-diffusion system and its application to finance

This paper investigates a stochastic linear-quadratic (SLQ) control problem for a regime-switching jump-diffusion system. Unlike traditional regime-switching diffusion systems that couple a diffusion process with a Markov chain, we incorporate the jumps of the Markov chain into the state equation. This modeling methodo...

Fan Wu, Xun Li, Jie Xiong et al. · 0 citations
Preprint Jul 2026

Closed-loop solvability of infinite-horizon stochastic linear-quadratic problem for Markov regime-switching jump-diffusion system

This paper investigates a class of stochastic linear-quadratic (SLQ) control problems over an infinite horizon for Markov regime-switching jump-diffusion systems. Unlike classical diffusion models modulated by a Markov chain, we assume that the state process undergoes abrupt jumps that are synchronous with the regime s...

Kai Ding, Fan Wu, Jie Xiong et al. · 0 citations

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