The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777)
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scientific article; zbMATH DE number 6850087
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| English | The Stochastic LQR Optimal Control with Fractional Brownian Motion |
scientific article; zbMATH DE number 6850087 |
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The Stochastic LQR Optimal Control with Fractional Brownian Motion (English)
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14 March 2018
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stochastic optimal control problem
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Riccati equation
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fractional Brownian motion
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fractional space
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Malliavin calculus
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linear quadratic regulator (LQR)
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0.9592434
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0.9558953
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0.94492286
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0.9312548
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0.92504287
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