Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients

Giuseppina Guatteri, Federica Masiero. Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients. SIAM J. Control and Optimization, 48(3):1600-1631, 2009. [doi]

Abstract

Abstract is missing.