“…It allows to describe the random environment and can handle numerous real-world applications in which discrete and continuous dynamics coexist. Nowadays, more and more researchers pay attention to study the McKean-Vlasov SDEs with Markov switching because of the widely application in economics, population, optimization and and other branches of sciences and engineering, see [3,17,21,22,26,27] and so on. For example, Wang [27] investigated the social optima of mean field linear-quadratic-Gaussian control models with Markov jump parameters, and the optimal social average cost is compared with the optimal individual cost in mean field games by virtue of the explicit expressions.…”