Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients

Giuseppina Guatteri, Federica Masiero. Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients. Systems & Control Letters, 58(3):169-177, 2009. [doi]

@article{GuatteriM09-0,
  title = {Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients},
  author = {Giuseppina Guatteri and Federica Masiero},
  year = {2009},
  doi = {10.1016/j.sysconle.2008.10.005},
  url = {http://dx.doi.org/10.1016/j.sysconle.2008.10.005},
  researchr = {https://researchr.org/publication/GuatteriM09-0},
  cites = {0},
  citedby = {0},
  journal = {Systems & Control Letters},
  volume = {58},
  number = {3},
  pages = {169-177},
}