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]
@article{GuatteriM09,
title = {Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients},
author = {Giuseppina Guatteri and Federica Masiero},
year = {2009},
doi = {10.1137/070696234},
url = {http://dx.doi.org/10.1137/070696234},
researchr = {https://researchr.org/publication/GuatteriM09},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {48},
number = {3},
pages = {1600-1631},
}