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}, }