Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises (Q5305280)
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scientific article; zbMATH DE number 5685286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises |
scientific article; zbMATH DE number 5685286 |
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Optimal Control for Non-Homogeneous Linear Systems Driven by Fractional Noises (English)
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19 March 2010
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fractional Brownian motion (fBm)
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Ito integral
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Malliavin derivative
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stochastic linear-quadratic (LQ) control
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