Pages that link to "Item:Q5317117"
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The following pages link to Stochastic Control for Linear Systems Driven by Fractional Noises (Q5317117):
Displayed 31 items.
- Comments on ``Solving nonlinear stochastic differential equations with fractional Brownian motion using reducibility approach'' (Q330820) (← links)
- Solutions to BSDEs driven by both standard and fractional Brownian motions (Q350757) (← links)
- Maximum principle for general controlled systems driven by fractional Brownian motions (Q358622) (← links)
- Peng's maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion (Q477274) (← links)
- Optimal tracking for bilinear stochastic system driven by fractional Brownian motions (Q488886) (← links)
- Properties of solution of fractional backward stochastic differential equation (Q529939) (← links)
- The high-order SPDEs driven by multi-parameter fractional noises (Q601928) (← links)
- Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions (Q1637053) (← links)
- A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
- Robust \(H_\infty\) filtering and control for a class of linear systems with fractional stochastic noise (Q2160088) (← links)
- Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074) (← links)
- Prediction for some processes related to a fractional Brownian motion (Q2489828) (← links)
- Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application (Q2660769) (← links)
- Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470) (← links)
- Integral sliding mode control for robust stabilisation of uncertain stochastic time-delay systems driven by fractional Brownian motion (Q2974231) (← links)
- Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion (Q3081439) (← links)
- Stationarity and control of a tandem fluid network with fractional Brownian motion input (Q3173007) (← links)
- Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398) (← links)
- Premium and reinsurance control of an ordinary insurance system with liabilities driven by a fractional Brownian motion (Q3608232) (← links)
- Stochastic Control System for Mortality Benefits (Q3611812) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises (Q5305280) (← links)
- Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem (Q5346506) (← links)
- An Infinite-Dimensional Fractional Linear Quadratic Regulator Problem (Q5388156) (← links)
- Optimal Rate for a Queueing System in Heavy Traffic with Superimposed On-Off Arrivals (Q5745545) (← links)
- An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
- On the fractional stochastic integration for random non-smooth integrands (Q6046005) (← links)
- Quantized feedback control for Markovian jumping singular systems driven by fractional Brownian motions (Q6071522) (← links)
- Stochastic control problem for distribution dependent SDE driven by a Gauss Volterra process (Q6107314) (← links)
- Stochastic controls of fractional Brownian motion (Q6123178) (← links)
- Maximum principle for mean‐field controlled systems driven by a fractional Brownian motion (Q6180295) (← links)