Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions (Q5241056)
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scientific article; zbMATH DE number 7124187
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions |
scientific article; zbMATH DE number 7124187 |
Statements
Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions (English)
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29 October 2019
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backward stochastic differential equation
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fractional Brownian motion
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stochastic linear quadratic optimal control
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stochastic maximum principle
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