Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise

Huanshui Zhang, Lin Li, Juanjuan Xu, Minyue Fu. Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise. IEEE Trans. Automat. Contr., 60(10):2599-2613, 2015. [doi]

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