Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises. - Fabio Barbieri; Oswaldo L. V. Costa (Int. J. Syst. Sci., 2018)

A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises. - Fabio Barbieri; Oswaldo L. V. Costa (Int. J. Syst. Sci., 2020)