  This paper is concerned with the stochastic linear-quadratic optimal control
problem with Poisson jumps. The coefficients in the state equation and the
weighting matrices in the cost functional are all deterministic but are allowed
indefinite. The notion of closed-loop strategies is introduced, and the optimal
closed-loop strategy is characterized by a Riccati integral-differential
equation and a backward stochastic differential equation with Poisson jumps.
