A problem of control of random processes

DOI10.1023/B:CASA.0000028105.66907.BCzbMATH Open1073.93057MaRDI QIDQ557481FDOQ557481

E. N. Derieva, T. V. Pepelyaeva

Publication date: 30 June 2005

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationfractional Brownian motionHurst parameteroptimal control[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=It%EF%BF%BD%EF%BF%BD+formula&go=Go It�� formula]fractional Wiener process\(\varepsilon\)-optimal control

Mathematics Subject Classification ID

Gaussian processes (60G15) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20) General theory of stochastic processes (60G07)

Cited In (10)

• Deterministic control of randomly-terminated processes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• ON THE EXISTENCE OF A SOLUTION IN A PROBLEM OF CONTROLLING A COUNTING PROCESS
• Control of spatially structured random processes and random fields with applications.
• Controlled stochastic systems
• Controlling the solution of stochastic differential equations on a plane with additive fractional Brownian motion
• Title not available (Why is that?)
• A problem of optimal control of a stochastic sheet

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