"Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in ..."

Xun Li, Xun Yu Zhou, Mustapha Ait Rami (2003)

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DOI: 10.1023/A:1024887007165

access: closed

type: Journal Article

metadata version: 2020-09-11

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Xun Li, Xun Yu Zhou, Mustapha Ait Rami:
Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon. J. Glob. Optim. 27(2-3): 149-175 (2003)

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