Pages that link to "Item:Q4405589"
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The following pages link to About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589):
Displayed 16 items.
- Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074) (← links)
- Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion (Q3081439) (← links)
- Stationarity and control of a tandem fluid network with fractional Brownian motion input (Q3173007) (← links)
- On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
- Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398) (← links)
- DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION (Q3606614) (← links)
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
- Stochastic Control System for Mortality Benefits (Q3611812) (← links)
- Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion (Q3614770) (← links)
- About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589) (← links)
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
- Adaptive energy-saving approximation for stationary processes (Q5241542) (← links)
- Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises (Q5305280) (← links)
- An Infinite-Dimensional Fractional Linear Quadratic Regulator Problem (Q5388156) (← links)