@article{DE_1982_18_4_a8,
     author = {I. P. Smirnov},
     title = {Optimal control of a linear system of stochastic differential equations with a quadratic performance index},
     journal = {Differencialʹnye uravneni\^a},
     pages = {607--614},
     publisher = {mathdoc},
     volume = {18},
     number = {4},
     year = {1982},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DE_1982_18_4_a8/}
}