Optimal tracking for bilinear stochastic system driven by fractional Brownian motions
type: Item
instance of: scholarly article
title: Optimal tracking for bilinear stochastic system driven by fractional Brownian motions
zbMATH Open document ID: 1303.93188
author: Yaozhong Hu
author: Chang-Li Yang
published in: Journal of Systems Science and Complexity
publication date: 2015-01-27T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C10
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6391191
zbMATH Keywords: bilinear stochastic system
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: optimal Markov feedback control
MaRDI profile type: Publication
full work available at URL: s11424-012-9254-x
OpenAlex ID: W2049177647
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cites work: FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
DOI: 10.1007/S11424-012-9254-X
description: scientific article; zbMATH DE number 6391191