On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2115031099 / rank | |||
Normal rank | |||
Revision as of 22:18, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation |
scientific article |
Statements
On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (English)
0 references
9 March 2006
0 references
Fractional Brownian motion
0 references
linear system
0 references
optimal control
0 references
quadratic payoff
0 references
infinite time
0 references
