Yuji Ito, Kenji Fujimoto, Yukihiro Tadokoro, Takayoshi Yoshimura. On linear solutions to a class of risk sensitive control for linear systems with stochastic parameters. In 54th IEEE Conference on Decision and Control, CDC 2015, Osaka, Japan, December 15-18, 2015. pages 6516-6523, IEEE, 2015. [doi]
Abstract is missing.