From 21738ade880a054cca99f48d5e56095a0f3272f2 Mon Sep 17 00:00:00 2001
From: Duncan Hobbs <duncan2012@gmail.com>
Date: Tue, 17 Sep 2019 21:33:39 -0400
Subject: [PATCH] Raise value error if C != 0 and beta >= 1.

---
 quantecon/lqcontrol.py | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/quantecon/lqcontrol.py b/quantecon/lqcontrol.py
index 1ada7a320..503ad0e1f 100644
--- a/quantecon/lqcontrol.py
+++ b/quantecon/lqcontrol.py
@@ -145,6 +145,10 @@ def __init__(self, Q, R, A, B, C=None, N=None, beta=1, T=None, Rf=None):
             self.d = None
             self.T = None
 
+            if (self.C != 0).any() and beta >= 1:
+                raise ValueError('beta must be strictly smaller than 1 if ' +
+                'T = None and C != 0.')
+
         self.F = None
 
     def __repr__(self):