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References
U.G. Haussmann, "Optimal Stationary Control with State and Control Dependent Noise", SIAM. J. Control, 9(1971), pp. 184–198.
_____, "Stability of Linear Systems with Control Dependent Noise", Ibid., forthcoming.
W.M. Wonham, "Optimal Stationary Control of a Linear System with State-Dependent Noise", SIAM. J. Control, 5(1967), pp. 486–500.
_____, Random Differential Equations in Control Theory, Probabilistic Methods in Applied Mathematics, vol. II, A.T. Bharucha-Reid, ed., Academic Press, New York, 1969.
M. Zakai, "A Lyapunov Criterion for the Existence of Stationary Probability Distributions for Systems Perturbed by Noise", SIAM. J. Control, 7(1969), pp. 390–397.
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© 1972 Springer-Verlag
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Haussmann, U.G. (1972). Stabilization of linear systems with multiplicative noise. In: Stability of Stochastic Dynamical Systems. Lecture Notes in Mathematics, vol 294. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064938
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DOI: https://doi.org/10.1007/BFb0064938
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