ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV)

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Constrained stochastic LQ control on infinite time horizon with regime switching

Ying Hu, Xiaomin Shi and Zuo Quan Xu

ESAIM: COCV, 28 (2022) 5

Published online: 17 January 2022

DOI: 10.1051/cocv/2021110

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