Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions
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Publication:2884606
DOI10.1137/110831416zbMath1247.60092OpenAlexW2110299265MaRDI QIDQ2884606
Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan
Publication date: 30 May 2012
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/fef2293f4a1983064bf04b391a5a1aa9f4f8e456
Fractional processes, including fractional Brownian motion (60G22) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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