A problem of control of random processes

DOI10.1023/B:CASA.0000028105.66907.BCMaRDI QIDQ557481zbMATH OpenFDO

Authors E. N. Derieva, T. V. Pepelyaeva

Publication date 30 June 2005

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationfractional Brownian motionHurst parameteroptimal control[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+formula&go=Go It�� formula]fractional Wiener process\(\varepsilon\)-optimal control

Mathematics Subject Classification ID

Gaussian processes (60G15) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20) General theory of stochastic processes (60G07)

Cited in

(10)

• Deterministic control of randomly-terminated processes
• scientific article; zbMATH DE number 4176959 (Why is no real title available?)
• scientific article; zbMATH DE number 4210035 (Why is no real title available?)
• scientific article; zbMATH DE number 4041017 (Why is no real title available?)
• Control of spatially structured random processes and random fields with applications.
• ON THE EXISTENCE OF A SOLUTION IN A PROBLEM OF CONTROLLING A COUNTING PROCESS
• Controlled stochastic systems
• Controlling the solution of stochastic differential equations on a plane with additive fractional Brownian motion
• scientific article; zbMATH DE number 651946 (Why is no real title available?)
• A problem of optimal control of a stochastic sheet

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