Xun Li, Xun Yu Zhou. Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon. Commun. Inf. Syst., 2(3):265-282, 2002. [doi]
@article{LiZ02-3,
title = {Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon},
author = {Xun Li and Xun Yu Zhou},
year = {2002},
doi = {10.4310/cis.2002.v2.n3.a4},
url = {https://doi.org/10.4310/cis.2002.v2.n3.a4},
researchr = {https://researchr.org/publication/LiZ02-3},
cites = {0},
citedby = {0},
journal = {Commun. Inf. Syst.},
volume = {2},
number = {3},
pages = {265-282},
}