Geodesic
Optimal control of jump-diffusion processes with random parameters
Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2022), pp. 22-29.

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Let X(t) be a controlled jump-diffusion process starting at x∈[a,b] and whose infinitesimal parameters vary according to a continuous-time Markov chain. The aim is to minimize the expected value of a cost function with quadratic control costs until X(t) leaves the interval (a,b), and a termination cost that depends on the final value of X(t). Exact and explicit solutions are obtained for important processes. 
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Mario Lefebvre. Optimal control of jump-diffusion processes with random parameters. Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica, no. 3 (2022), pp. 22-29. https://geodesic-test.mathdoc.fr/item/BASM_2022_3_a2/

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