Raise value error if C != 0 and beta >= 1.

Author: duncanhobbs

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):