Pages that link to "Item:Q2884606"

The following pages link to Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions (Q2884606):

Displaying 15 items.

• Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions (Q255505) (← links)
• Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process (Q2211465) (← links)
• Containment control for multi-agent systems with fractional Brownian motion (Q2242120) (← links)
• Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074) (← links)
• Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces (Q2422350) (← links)
• Advances in noise modeling for stochastic systems in optimal control (Q2674977) (← links)
• The Stochastic Linear Quadratic Control Problem with Singular Estimates (Q2968550) (← links)
• A direct approach to linear-quadratic stochastic control (Q4554795) (← links)
• Lp-valued stochastic convolution integral driven by Volterra noise (Q4561044) (← links)
• The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
• On degenerate backward SPDEs in bounded domains under non-local conditions (Q5086462) (← links)
• Filtering of Gaussian processes in Hilbert spaces (Q5114817) (← links)
• A Functional Analytic Approach to Infinite Dimensional Stochastic Linear Systems (Q5158376) (← links)
• An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
• The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)