About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589)

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scientific article; zbMATH DE number 1932966
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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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