On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739): Difference between revisions

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+A stochastic maximum principle for processes driven by fractional Brownian motion.
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+Merging of Opinions with Increasing Information
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+Stochastic analysis of the fractional Brownian motion
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+Stochastic Calculus for Fractional Brownian Motion I. Theory
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+About the linear-quadratic regulator problem under a fractional Brownian perturbation
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