About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589)
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scientific article; zbMATH DE number 1932966
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | About the linear-quadratic regulator problem under a fractional Brownian perturbation |
scientific article; zbMATH DE number 1932966 |
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About the linear-quadratic regulator problem under a fractional Brownian perturbation (English)
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23 June 2003
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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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linear-quadratic Gaussian regulator
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