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MR2528170 93E03 (93B36)
Zhang, Weihai; Huang, Yulin; Xie, Lihua Infinite horizon stochastic $H_2/H_\infty$ control for discrete-time systems with state and disturbance dependent noise. Automatica J. IFAC 44 (2008), no. 9, 2306–2316.
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