Vasile Dragan, Hiroaki Mukaidani. Near optimal linear quadratic regulator for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping. In 54th IEEE Conference on Decision and Control, CDC 2015, Osaka, Japan, December 15-18, 2015. pages 7838-7843, IEEE, 2015. [doi]
Abstract is missing.