Oswaldo Luiz V. Costa, Rodrigo Takashi Okimura. Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise. Int. J. Control, 82(2):256-267, 2009. [doi]
@article{CostaO09-0,
title = {Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise},
author = {Oswaldo Luiz V. Costa and Rodrigo Takashi Okimura},
year = {2009},
doi = {10.1080/00207170802050825},
url = {http://dx.doi.org/10.1080/00207170802050825},
researchr = {https://researchr.org/publication/CostaO09-0},
cites = {0},
citedby = {0},
journal = {Int. J. Control},
volume = {82},
number = {2},
pages = {256-267},
}