Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise

2019 ◽  
Vol 64 (5) ◽  
pp. 1999-2012 ◽  
Author(s):  
Weiping Wu ◽  
Jianjun Gao ◽  
Duan Li ◽  
Yun Shi
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