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On LQG Control of Linear Stochastic Systems with Control Dependent Noise

J. B. Moore, Xun Yu Zhou, Andrew E. B. Lim. On LQG Control of Linear Stochastic Systems with Control Dependent Noise. In Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou, editors, Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China. Volume 141 of IFIP Conference Proceedings, pages 247-254, Kluwer, 1998.

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