Pages that link to "Item:Q5241056"

The following pages link to Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions (Q5241056):

Displaying 13 items.

• Optimal tracking for bilinear stochastic system driven by fractional Brownian motions (Q488886) (← links)
• A stochastic maximum principle for general controlled systems driven by fractional Brownian motions (Q1996147) (← links)
• Controlling the solution of stochastic differential equations on a plane with additive fractional Brownian motion (Q2263235) (← 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)
• On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation (Q3373739) (← links)
• Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input (Q3566398) (← links)
• About the linear-quadratic regulator problem under a fractional Brownian perturbation (Q4405589) (← links)
• The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
• The Solvability and Fractional Optimal Control for Semilinear Stochastic Systems (Q5113529) (← links)
• Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises (Q5305280) (← links)
• An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
• A two-layer stochastic differential investment and reinsurance game with default risk under the bi-fractional Brownian motion environment (Q6551480) (← links)