Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions

DOI10.1137/110831416zbMath1247.60092OpenAlexW2110299265MaRDI QIDQ2884606

Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan

Publication date: 30 May 2012

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/fef2293f4a1983064bf04b391a5a1aa9f4f8e456

zbMATH Keywords

infinite-dimentional stochastic linear-quadratic control problem

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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