The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777)
From MaRDI portal
scientific article; zbMATH DE number 6850087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Stochastic LQR Optimal Control with Fractional Brownian Motion |
scientific article; zbMATH DE number 6850087 |
Statements
The Stochastic LQR Optimal Control with Fractional Brownian Motion (English)
0 references
14 March 2018
0 references
stochastic optimal control problem
0 references
Riccati equation
0 references
fractional Brownian motion
0 references
fractional space
0 references
Malliavin calculus
0 references
linear quadratic regulator (LQR)
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
