Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises

Fabio Barbieri, Oswaldo Luiz V. Costa. Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. Int. J. Systems Science, 49(6):1178-1187, 2018. [doi]

@article{BarbieriC18-0,
  title = {Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises},
  author = {Fabio Barbieri and Oswaldo Luiz V. Costa},
  year = {2018},
  doi = {10.1080/00207721.2018.1441469},
  url = {https://doi.org/10.1080/00207721.2018.1441469},
  researchr = {https://researchr.org/publication/BarbieriC18-0},
  cites = {0},
  citedby = {0},
  journal = {Int. J. Systems Science},
  volume = {49},
  number = {6},
  pages = {1178-1187},
}