Stochastic control systems with long-range dependent noise

DOI10.1515/9783110729122-003MaRDI QIDQ5081840zbMATH OpenOpenAlexFDO

Authors T. E. Duncan, B. Pasik-Duncan

Publication date 17 June 2022

Published in Outliers in Control Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/9783110729122-003

zbMATH Keywords

fractional Brownian motionsGauss-Volterra processeslinear-quadratic controlRosenblatt processes

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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Cited in

(1)

• Advances in noise modeling for stochastic systems in optimal control

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