[bobby404-K]

Fixes #988

The LQ and LQMarkov docstrings state E[w_t' w_t] = I. Since w_t is j x 1, w_t' w_t is a scalar and can’t equal the j x j identity. This changes the condition to E[w_t w_t'] = I, which matches the outer-product noise the code actually draws.

Docs only. quantecon/tests/test_lqcontrol.py passes (18 tests).

[github-actions]

Thanks for the pull request, @bobby404-K!

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[bobby404-K]

Thanks for the pull request, @bobby404-K!

QuantEcon welcomes AI-assisted contributions under its Code of AI Use. Every pull request carries one Assisted-by: line, and this one does not yet, so two quick things, please:

1. Add one line to the description above: Assisted-by: <tool> (<model>) if AI tools meaningfully contributed (for example Assisted-by: Claude Code (Claude Fable 5.1)), or Assisted-by: none if they did not.
2. Reply here to confirm that a human chose the task, read the result, and will answer review on it.

This comment is posted on every external pull request that arrives without the line, so it is not a flag on yours. Nothing is blocked; a maintainer reads the reply.

A human chose this task, read the result, and will answer review on this PR.

[bobby404-K]

Heyy! @mmcky could you check this?