Discrete-time JLQG with dependently controlled jump probabilities

Yan-Kai Xu, Xi Chen. Discrete-time JLQG with dependently controlled jump probabilities. In 22nd IEEE International Symposium on Intelligent Control, ISIC 2007, Singapore, October 1-3, 2007. pages 441-445, IEEE, 2007. [doi]

Abstract

Abstract is missing.