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Stochastic H2/H∞ control for discrete-time systems with multiplicative noise in state and control input: Infinite horizon case

Weihai Zhang, Yulin Huang, Lihua Xie. Stochastic H2/H∞ control for discrete-time systems with multiplicative noise in state and control input: Infinite horizon case. In 46th IEEE Conference on Decision and Control, CDC 2007, New Orleans, LA, USA, December 12-14, 2007. pages 5407-5412, IEEE, 2007. [doi]

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