Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon

Xun Li, Xun Yu Zhou, Mustapha Ait Rami. Indefinite Stochastic Linear Quadratic Control with Markovian Jumps in Infinite Time Horizon. J. Global Optimization, 27(2-3):149-175, 2003. [doi]

Abstract

Abstract is missing.