Rami, Mustapha AitZhou, XunMoore, John2015-12-100167-6911http://hdl.handle.net/1885/69275This paper is concerned with a stochastic linear-quadratic (LQ) problem in an infinite time horizon with multiplicative noises both in the state and the control. A distinctive feature of the problem under consideration is that the cost weighting matricesKeywords: Attainability; Generalized algebraic Riccati equation; Linear matrix inequality; Maximal solution; Semidefinite programming; Stabilizing solution; Stochastic linear-quadratic control; Well-posedness20002015-12-10