On the infinite time horizon linear-quadratic regulator...

ESAIM Probability and Statistics 2005 / 05 Vol. 9

On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation

Kleptsyna, Marina L., Le Breton, Alain, Viot, Michel
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Volume:
9
Language:
english
Journal:
ESAIM: Probability and Statistics
DOI:
10.1051/ps:2005008
Date:
May, 2005
File:
PDF, 250 KB
english, 2005
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