@article{article18683c9d,
title   = {Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise},
author = {Costa, Oswaldo Luiz do Valle and Okimura, Rodrigo Takashi},
year = {2009},
doi = {10.1080/00207170802050825},
journal   = {International Journal of Control}
}