Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion (Q5265537)
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scientific article; zbMATH DE number 6466862
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| English | Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion |
scientific article; zbMATH DE number 6466862 |
Statements
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion (English)
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28 July 2015
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infinite-dimensional stochastic differential equations
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fractional Brownian motion
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optimal control
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linear-quadratic problem
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0.943531572818756
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0.9250926971435548
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0.8904330134391785
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0.8747562170028687
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0.8730756044387817
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