Linear-Quadratic Fractional Gaussian Control (Q5408802)
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scientific article; zbMATH DE number 6283152
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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