Indefinite stochastic LQ control with jumps

Xun Li, Xun Yu Zhou, Mustapha Ait Rami. Indefinite stochastic LQ control with jumps. In 40th IEEE Conference on Decision and Control, CDC 2001, Orlando, FL, USA, 4-7 Dec., 2001. pages 1693-1698, IEEE, 2001. [doi]

Abstract

Abstract is missing.