Minimization of Risk and Linear Quadratic Optimal Control Theory

@article{Kohlmann2003MinimizationOR,
  title={Minimization of Risk and Linear Quadratic Optimal Control Theory},
  author={Michael Kohlmann and Shanjian Tang},
  journal={SIAM J. Control and Optimization},
  year={2003},
  volume={42},
  pages={1118-1142}
}