Oswaldo Luiz V. Costa, Wanderlei L. de Paulo. Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems. Automatica, 43(4):587-597, 2007. [doi]
@article{CostaP07:0,
title = {Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems},
author = {Oswaldo Luiz V. Costa and Wanderlei L. de Paulo},
year = {2007},
doi = {10.1016/j.automatica.2006.10.022},
url = {http://dx.doi.org/10.1016/j.automatica.2006.10.022},
tags = {control systems, Markov},
researchr = {https://researchr.org/publication/CostaP07%3A0},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {43},
number = {4},
pages = {587-597},
}