Linear-quadratic-Gaussian problem for a new class of singularly perturbed stochastic systems

Kliti Kodra, Zoran Gajic. Linear-quadratic-Gaussian problem for a new class of singularly perturbed stochastic systems. In 55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016. pages 7365-7370, IEEE, 2016. [doi]

@inproceedings{KodraG16,
  title = {Linear-quadratic-Gaussian problem for a new class of singularly perturbed stochastic systems},
  author = {Kliti Kodra and Zoran Gajic},
  year = {2016},
  doi = {10.1109/CDC.2016.7799407},
  url = {http://dx.doi.org/10.1109/CDC.2016.7799407},
  researchr = {https://researchr.org/publication/KodraG16},
  cites = {0},
  citedby = {0},
  pages = {7365-7370},
  booktitle = {55th IEEE Conference on Decision and Control, CDC 2016, Las Vegas, NV, USA, December 12-14, 2016},
  publisher = {IEEE},
  isbn = {978-1-5090-1837-6},
}