$Stochastic control for linear systems driven by fractional noises$

Stochastic control for linear systems driven by fractional noises

This paper is concerned with optimal control of stochastic linear systems involving fractional Brownian motion (FBM). First, as a prerequisite for studying the underlying control problems, some new results on stochastic integrals and stochastic differential equations associated with FBM are establis...

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Chi tiết về thư mục
Những tác giả chính:	Yaozhong, H, Zhou, X
Định dạng:	Journal article
Ngôn ngữ:	English
Được phát hành:	2005

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