On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739)
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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 |
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On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (English)
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9 March 2006
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Fractional Brownian motion
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linear system
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optimal control
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quadratic payoff
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infinite time
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