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Revision as of 10:37, 13 February 2024

scientific article; zbMATH DE number 6283152
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Linear-Quadratic Fractional Gaussian Control
scientific article; zbMATH DE number 6283152

    Statements

    Linear-Quadratic Fractional Gaussian Control (English)
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    11 April 2014
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    linear-quadratic control
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    general noise processes
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    linear-quadratic Gaussian control
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    fractional Brownian motions
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    continuous time linear systems
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