@article{COCV_2015__21_2_399_0, author = {Wang, Yanqing and Zhang, Can}, title = {The {Norm} {Optimal} {Control} {Problem} for {Stochastic} {Linear} {Control} {Systems}}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {399--413}, publisher = {EDP-Sciences}, volume = {21}, number = {2}, year = {2015}, doi = {10.1051/cocv/2014030}, mrnumber = {3348405}, zbl = {1311.93089}, language = {en}, url = {http://www.numdam.org/articles/10.1051/cocv/2014030/} }