On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739)
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scientific article; zbMATH DE number 5010056
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| English | On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation |
scientific article; zbMATH DE number 5010056 |
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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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0.9672518968582152
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0.9039495587348938
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0.9037696123123168
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0.8986617922782898
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0.8893142938613892
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