Pages that link to "Item:Q5408802"
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The following pages link to Linear-Quadratic Fractional Gaussian Control (Q5408802):
Displaying 11 items.
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions (Q255505) (← links)
- Linear-quadratic mean-field-type games: a direct method (Q1651872) (← links)
- Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation (Q2240882) (← links)
- Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems (Q2338074) (← links)
- Stochastic control with rough paths (Q2400494) (← links)
- Advances in noise modeling for stochastic systems in optimal control (Q2674977) (← links)
- The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
- Bellman equations for scalar linear convex stochastic control problems (Q4989144) (← 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)
- Necessary optimality conditions for quasi-singular controls for systems with Caputo fractional derivatives (Q6154216) (← links)