On the infinite time horizon linear-quadratic regulator problem under a fractional brownian perturbation
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Date
2005
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- handle: 10670/1.rfsl1l
- PS_2005__9__185_0
- oai:numdam.org:PS_2005__9__185_0
- citation: ESAIM: Probability and Statistics, 9 (2005) p 185-205
- ZBL 1136.93463
- MR 2148966
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1292-8100
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Celestial horizon Apparent horizon Real horizon Sensible horizon Hours (Time) InfinityCiter ce document
Marina L. Kleptsyna et al., « On the infinite time horizon linear-quadratic regulator problem under a fractional brownian perturbation », ESAIM: Probability and Statistics, ID : 10670/1.rfsl1l
