This paper investigates a time-inconsistent stochastic linear-quadratic problem with regime switching that is characterized via a finite-state Markov chain. Open-loop equilibrium control is studied in this paper whose existence is characterized via Markov-chain-modulated forward-backward stochastic difference equations and generalized Riccati-like equations with jumps.

中文翻译：

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时间切换的时变随机LQ问题

本文研究了状态切换的时间不一致的随机线性二次问题，该问题的特征是有限状态马尔可夫链。本文研究了开环平衡控制的存在性，该控制的存在是通过马尔可夫链调制的正向-后向随机差分方程和具有跳跃的广义Riccati方程来表征的。