Publication:3086839
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zbMath1216.41024MaRDI QIDQ3086839
Kok Lay Teo, Zu-di Lu, Masnita Misiran, Changzi Wu
Publication date: 30 March 2011
optimal control; fractional Brownian motion; linear filtering; approximation scheme; approximate optimal control computation; convolutional integrals
41A50: Best approximation, Chebyshev systems