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Sponsored Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt Design Multi-Agent AI Systems Using MCP and A2A: Engineer your own Pyt

Author

Yang Liu

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Preprint Oct 2026

Recursive Stochastic Linear-Quadratic Control with Indefinite Weights for Jump-Diffusion Systems with Random Coefficients

We study finite-horizon stochastic linear-quadratic (LQ) control for finite-activity jump diffusions with bounded random coefficients, indefinite weights and a linear recursive cost. The cost is defined by a backward stochastic differential equation (BSDE) whose generator has bounded deterministic coefficients multiply...

Xin-Yu Ma, Yang Liu, Qing-Xin Meng · 0 citations

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