Constrained stochastic LQ control on infinite time horizon with regime switching

Ying Hu, Xiaomin Shi, Zuo Quan Xu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Original languageEnglish
Pages (from-to)1-26
Number of pages26
JournalESAIM - Control, Optimisation and Calculus of Variations
Publication statusSubmitted - Apr 2021

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