@article{hu:hal-01576070,
TITLE = {Mixed Deterministic and Random Optimal Control of Linear Stochastic Systems with Quadratic Costs},
AUTHOR = {Hu, Ying and Tang, Shanjian},
URL = {https://hal.science/hal-01576070},
JOURNAL = {Probability, Uncertainty and Quantitative Risk},
PUBLISHER = {American Institute of Mathematical Sciences },
VOLUME = {4},
NUMBER = {1},
YEAR = {2019},
DOI = {10.1186/s41546-018-0035-x},
KEYWORDS = {Stochastic LQ ; differential/algebraic Riccati equation ; mixed deterministic and random control ; singular LQ ; infinite-horizon},
PDF = {https://hal.science/hal-01576070/file/Mixed%20deterministic%20and%20stochastic%20optimal%20control%20of%20linear%20stochastic%20systems%20with%20quadratic%20costs.pdf},
HAL_ID = {hal-01576070},
HAL_VERSION = {v1},
}