A weak convergence approach to hybrid LQG problems with infinite control weights.
Yin, G.George ; Yong, Jiongmin
Journal of Applied Mathematics and Stochastic Analysis, Tome 15 (2002), p. 1-21 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S1048953302000011
EUDML-ID : urn:eudml:doc:50390 
@article{01777329,
     title = {A weak convergence approach to hybrid LQG problems with infinite control weights.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {15},
     year = {2002},
     pages = {1-21},
     doi = {10.1155/S1048953302000011},
     zbl = {1023.93073},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01777329}
}

Yin, G.George; Yong, Jiongmin. A weak convergence approach to hybrid LQG problems with infinite control weights.. Journal of Applied Mathematics and Stochastic Analysis, Tome 15 (2002) pp. 1-21. doi : 10.1155/S1048953302000011. http://gdmltest.u-ga.fr/item/01777329/