Stochastic Control for Linear Systems Driven by Fractional Noises (Q5317117): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 20:47, 5 March 2024
scientific article; zbMATH DE number 2205811
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Control for Linear Systems Driven by Fractional Noises |
scientific article; zbMATH DE number 2205811 |
Statements
Stochastic Control for Linear Systems Driven by Fractional Noises (English)
0 references
15 September 2005
0 references
fractional Brownian motion
0 references
stochastic linear-quadratic control
0 references
stochastic integrals
0 references
Riccati equation
0 references
Malliavin derivative
0 references
