On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
DOI10.1051/PS:2005008zbMATH Open1136.93463OpenAlexW2115031099MaRDI QIDQ3373739FDOQ3373739
Authors: M. Viot, Marina Kleptsyna, Alain Le Breton 
Publication date: 9 March 2006
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2005__9__185_0
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Cited In (7)
- Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems
- About the linear-quadratic regulator problem under a fractional Brownian perturbation
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
- An infinite-dimensional fractional linear quadratic regulator problem
- Adaptive energy-saving approximation for stationary processes
- Biplanar crossing numbers. I: A survey of results and problems
- Solutions of linear and semilinear distributed parameter equations with a fractional Brownian motion
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