In this paper. we solve a stochastic linear quadratic tracking problem. The controlled dynamical system is modeled by a system of linear Itô differential equations subject to jump Markov perturbations. We consider the case when there are two decision-makers and each of them wants to minimize the deviation of a preferential output of the controlled dynamical system from a given referen... https://dragonstradingrts.shop/product-category/prize-figure/