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

@@ Property / author @@
-Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
-Normal rank
@@ Property / author @@
-Alain Le Breton
@@ Property / author: Alain Le Breton / rank @@
-Normal rank
@@ Property / author @@
+Marina Kleptsyna
@@ Property / author: Marina Kleptsyna / rank @@
+Normal rank
@@ Property / author @@
+Alain Le Breton
@@ Property / author: Alain Le Breton / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2115031099
@@ Property / OpenAlex ID: W2115031099 / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic maximum principle for processes driven by fractional Brownian motion.
+Normal rank
@@ Property / cites work @@
+Merging of Opinions with Increasing Information
@@ Property / cites work: Merging of Opinions with Increasing Information / rank @@
+Normal rank
@@ Property / cites work @@
+Q3878440
@@ Property / cites work: Q3878440 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of the fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Stochastic Calculus for Fractional Brownian Motion I. Theory
+Normal rank
@@ Property / cites work @@
+On the prediction of fractional Brownian motion
@@ Property / cites work: On the prediction of fractional Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
@@ Property / cites work @@
+Extension of the Kalman-Bucy filter to elementary linear systems with fractional Brownian noises
+Normal rank
@@ Property / cites work @@
+General approach to filtering with fractional brownian noises — application to linear systems
+Normal rank
@@ Property / cites work @@
+About the linear-quadratic regulator problem under a fractional Brownian perturbation
+Normal rank
@@ Property / cites work @@
+Q3645228
@@ Property / cites work: Q3645228 / rank @@
+Normal rank
@@ Property / cites work @@
+Adaptive control in the scalar linear-quadratic model in continuous time
+Normal rank
@@ Property / cites work @@
+Q3206067
@@ Property / cites work: Q3206067 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995465
@@ Property / cites work: Q3995465 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Problems for a Fractional Brownian Motion: Group Approach
+Normal rank
@@ Property / cites work @@
+Q5571417
@@ Property / cites work: Q5571417 / rank @@
+Normal rank
@@ Property / cites work @@
+An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions
+Normal rank
@@ Property / cites work @@
+Linear estimation of self-similar processes via Lamperti's transformation
+Normal rank