Advances in noise modeling for stochastic systems in optimal control
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Publication:2674977
DOI10.1007/s44007-022-00025-yzbMath1498.93776OpenAlexW4224941572MaRDI QIDQ2674977
Bozenna Pasik-Duncan, Tyrone E. Duncan
Publication date: 19 September 2022
Published in: La Matematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s44007-022-00025-y
Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10)
Cites Work
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- On a Generalization of a Stochastic Integral
- Analysis of the Rosenblatt process
- Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
- Linear-Quadratic Fractional Gaussian Control
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