Convex Control Design via Covariance Minimization. Dvijotham, K., Todorov, E., & Fazel, M. In Annual Allerton Conference on Communication, Control, and Computing. IEEE.
bibtex   
@inproceedings{dvijothamconvex,
  title={Convex Control Design via Covariance Minimization},
  author={Dvijotham, Krishnamurthy and Todorov, Emanuel and Fazel, Maryam},
  booktitle={Annual Allerton Conference on Communication, Control, and Computing},
  organization={IEEE},
	PDF={https://faculty.washington.edu/mfazel/Allerton2013.pdf}
}

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