{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,13]],"date-time":"2026-04-13T07:30:20Z","timestamp":1776065420306,"version":"3.50.1"},"reference-count":27,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"2","funder":[{"DOI":"10.13039\/501100012166","name":"National Key Research and Development Program of China","doi-asserted-by":"publisher","award":["2022YFA1006102"],"award-info":[{"award-number":["2022YFA1006102"]}],"id":[{"id":"10.13039\/501100012166","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["12101291"],"award-info":[{"award-number":["12101291"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100021171","name":"Guangdong Basic and Applied Basic Research Foundation","doi-asserted-by":"crossref","award":["2022A1515012017"],"award-info":[{"award-number":["2022A1515012017"]}],"id":[{"id":"10.13039\/501100021171","id-type":"DOI","asserted-by":"crossref"}]},{"DOI":"10.13039\/501100002920","name":"Research Grants Council, University Grants Committee","doi-asserted-by":"publisher","award":["15215319"],"award-info":[{"award-number":["15215319"]}],"id":[{"id":"10.13039\/501100002920","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100002920","name":"Research Grants Council, University Grants Committee","doi-asserted-by":"publisher","award":["15216720"],"award-info":[{"award-number":["15216720"]}],"id":[{"id":"10.13039\/501100002920","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100002920","name":"Research Grants Council, University Grants Committee","doi-asserted-by":"publisher","award":["15221621"],"award-info":[{"award-number":["15221621"]}],"id":[{"id":"10.13039\/501100002920","id-type":"DOI","asserted-by":"publisher"}]},{"name":"CAS AMSS-PolyU Joint Laboratory of Applied Mathematics"},{"DOI":"10.13039\/501100012166","name":"National Key Research and Development Program of China","doi-asserted-by":"publisher","award":["2022YFA1006102"],"award-info":[{"award-number":["2022YFA1006102"]}],"id":[{"id":"10.13039\/501100012166","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["11831010"],"award-info":[{"award-number":["11831010"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["12171086"],"award-info":[{"award-number":["12171086"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100012449","name":"Southern University of Science and Technology","doi-asserted-by":"publisher","award":["Y01286120"],"award-info":[{"award-number":["Y01286120"]}],"id":[{"id":"10.13039\/501100012449","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100012226","name":"Fundamental Research Funds for the Central Universities","doi-asserted-by":"publisher","award":["2242021R41082"],"award-info":[{"award-number":["2242021R41082"]}],"id":[{"id":"10.13039\/501100012226","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Control Optim."],"published-print":{"date-parts":[[2023,4,30]]},"DOI":"10.1137\/22m1481415","type":"journal-article","created":{"date-parts":[[2023,4,28]],"date-time":"2023-04-28T19:39:21Z","timestamp":1682710761000},"page":"949-979","source":"Crossref","is-referenced-by-count":16,"title":["Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System"],"prefix":"10.1137","volume":"61","author":[{"ORCID":"https:\/\/orcid.org\/0000-0001-7790-8453","authenticated-orcid":false,"given":"Jiaqiang","family":"Wen","sequence":"first","affiliation":[{"name":"Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, Guangdong, 518055, China."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xun","family":"Li","sequence":"additional","affiliation":[{"name":"Department of Applied Mathematics, Hong Kong Polytechnic University, Hong Kong, China."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jie","family":"Xiong","sequence":"additional","affiliation":[{"name":"Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, Guangdong, 518055, China."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-6670-5351","authenticated-orcid":false,"given":"Xin","family":"Zhang","sequence":"additional","affiliation":[{"name":"Corresponding author. School of Mathematics, Southeast University, Nanjing, Jiangsu Province, 211189, China."}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2023,4,28]]},"reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012900371083"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1137\/0314028"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012996310478"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1137\/100809271"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139020411"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1137\/18M1234783"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1137\/060667566"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1214\/21-AAP1684"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1109\/9.57016"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-0348-8291-0_19"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012900378760"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1007\/s11425-015-0776-6"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012900378504"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1016\/j.automatica.2005.01.002"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1051\/cocv\/2018051"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1137\/19M1292308"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1214\/20-AAP1595"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1137\/140953642"},{"key":"ref19","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012901387550"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1137\/140979940"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1007\/s00245-020-09653-8"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4612-1466-3"},{"key":"ref24","doi-asserted-by":"publisher","DOI":"10.1051\/cocv\/2016055"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1109\/9.811209"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1137\/110839357"},{"key":"ref27","doi-asserted-by":"publisher","DOI":"10.1051\/cocv\/2021066"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012902405583"}],"container-title":["SIAM Journal on Control and Optimization"],"original-title":[],"language":"en","deposited":{"date-parts":[[2023,8,16]],"date-time":"2023-08-16T14:27:03Z","timestamp":1692196023000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/22M1481415"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2023,4,28]]},"references-count":27,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2023,4,30]]}},"alternative-id":["10.1137\/22M1481415"],"URL":"https:\/\/doi.org\/10.1137\/22m1481415","relation":{},"ISSN":["0363-0129","1095-7138"],"issn-type":[{"value":"0363-0129","type":"print"},{"value":"1095-7138","type":"electronic"}],"subject":[],"published":{"date-parts":[[2023,4,28]]}}}