$Stochastic control for linear systems driven by fractional noises$

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...

Podrobná bibliografie
Hlavní autoři:	Yaozhong, H, Zhou, X
Médium:	Journal article
Jazyk:	English
Vydáno:	2005

Podobné jednotky

Maximum Principle of Discrete Stochastic Control System Driven by Both Fractional Noise and White Noise
Autor: Yuecai Han, a další
Vydáno: (2020-01-01)

Stochastic Burgers equations with fractional derivative driven by fractional noise
Autor: Yubo Duan, a další
Vydáno: (2023-07-01)

Moderate Deviations for Stochastic Fractional Heat Equation Driven by Fractional Noise
Autor: Xichao Sun, a další
Vydáno: (2018-01-01)

Fractional stochastic heat equation with mixed operator and driven by fractional-type noise
Autor: Mounir Zili, a další
Vydáno: (2024-10-01)

Weak Convergence for a Class of Stochastic Fractional Equations Driven by Fractional Noise
Autor: Xichao Sun, a další
Vydáno: (2014-01-01)

Dynamics of Fractional Stochastic Ginzburg–Landau Equation Driven by Nonlinear Noise
Autor: Hong Lu, a další
Vydáno: (2022-11-01)

Spatial Discretization for Stochastic Semi-Linear Subdiffusion Equations Driven by Fractionally Integrated Multiplicative Space-Time White Noise
Autor: Junmei Wang, a další
Vydáno: (2021-08-01)

A white noise approach to stochastic partial differential equations driven by the fractional Lévy noise
Autor: Xuebin Lü, a další
Vydáno: (2018-11-01)

Controllability of Fractional Stochastic Delay Systems Driven by the Rosenblatt Process
Autor: Barakah Almarri, a další
Vydáno: (2022-11-01)

Fractional stochastic vibration system under recycling noise
Autor: Jian-Gang Zhang, a další
Vydáno: (2023-08-01)

Regularity of a Stochastic Fractional Delayed Reaction-Diffusion Equation Driven by Lévy Noise
Autor: Tianlong Shen, a další
Vydáno: (2013-01-01)

Numerical Approximation for a Stochastic Fractional Differential Equation Driven by Integrated Multiplicative Noise
Autor: James Hoult, a další
Vydáno: (2024-01-01)

Nonlinear Fault-Tolerant Control Design for Singular Stochastic Systems With Fractional Stochastic Noise and Time-Delay
Autor: S. Sweetha, a další
Vydáno: (2021-01-01)

Stochastic Bifurcations of a Fractional-Order Vibro-Impact System Driven by Additive and Multiplicative Gaussian White Noises
Autor: Yong-Ge Yang, a další
Vydáno: (2019-01-01)

Stochastic Resonance in a Multistable System Driven by Gaussian Noise
Autor: Peiming Shi, a další
Vydáno: (2016-01-01)

Stabilization for uncertain stochastic T–S fuzzy system driven by Lévy noise
Autor: Dezhi Liu, a další
Vydáno: (2021-10-01)

Stochastic resonance of fractional-order Langevin equation driven by periodic modulated noise with mass fluctuation
Autor: Shan Yang, a další
Vydáno: (2020-02-01)

Robust Quadratic Optimal Control for Discrete-Time Linear Systems with Non-Stochastic Noises
Autor: Jiaoru Huang, a další
Vydáno: (2022-10-01)

Approximate Controllability of Delayed Fractional Stochastic Differential Systems with Mixed Noise and Impulsive Effects
Autor: Naima Hakkar, a další
Vydáno: (2023-01-01)

Galerkin Finite Element Approximation of a Stochastic Semilinear Fractional Wave Equation Driven by Fractionally Integrated Additive Noise
Autor: Bernard A. Egwu, a další
Vydáno: (2023-05-01)

Time-Inconsistent Stochastic Linear--Quadratic Control
Autor: Hu, Y, a další
Vydáno: (2012)

Time-Inconsistent Stochastic Linear--Quadratic Control
Autor: Hu, Y, a další
Vydáno: (2012)

Stochastic Stabilization of Itô Stochastic Systems with Markov Jumping and Linear Fractional Uncertainty
Autor: Fei Long, a další
Vydáno: (2013-01-01)

On a class of stochastic fractional kinetic equation with fractional noise
Autor: Min Lu, a další
Vydáno: (2021-03-01)

Quantitative Mean Square Exponential Stability and Stabilization of Linear Itô Stochastic Markovian Jump Systems Driven by Both Brownian and Poisson Noises
Autor: Gaizhen Chang, a další
Vydáno: (2022-07-01)

The Influence of Multiplicative Noise and Fractional Derivative on the Solutions of the Stochastic Fractional Hirota–Maccari System
Autor: Farah M. Al-Askar, a další
Vydáno: (2022-07-01)

Spatial Discretization for Stochastic Semilinear Superdiffusion Driven by Fractionally Integrated Multiplicative Space–Time White Noise
Autor: James A. Hoult, a další
Vydáno: (2023-12-01)

Linear stochastic control systems /
Autor: 317096 Chen, Guanrong, a další
Vydáno: (1995)

Approximate Controllability of Fully Nonlocal Stochastic Delay Control Problems Driven by Hybrid Noises
Autor: Lixu Yan, a další
Vydáno: (2021-04-01)

Asymmetric stochastic switching driven by intrinsic molecular noise.
Autor: David Frigola, a další
Vydáno: (2012-01-01)

The Combined Estimator for Stochastic Equations on Graphs with Fractional Noise
Autor: Pavel Kříž, a další
Vydáno: (2020-10-01)

The Influence of Noise on the Solutions of Fractional Stochastic Bogoyavlenskii Equation
Autor: Farah M. Al-Askar, a další
Vydáno: (2022-03-01)

Peano Theorems for Pedjeu–Ladde-Type Multi-Time Scale Stochastic Differential Equations Driven by Fractional Noises
Autor: Arcady Ponosov, a další
Vydáno: (2025-01-01)

Dynamical behavior of tempered φ-Caputo type fractional order stochastic differential equations driven by Lévy noise
Autor: M. Latha Maheswari, a další
Vydáno: (2024-12-01)

The stability with general decay rate of hybrid stochastic fractional differential equations driven by Lévy noise with impulsive effects
Autor: Hou Tingting, a další
Vydáno: (2022-04-01)

White noise estimation for linear discrete fractional order system
Autor: Yantong Mu, a další
Vydáno: (2022-03-01)

On linear control of decentralized stochastic systems.
Autor: Barta, Steven Michael
Vydáno: (2005)

Impact of Multiplicative Noise on the Exact Solutions of the Fractional-Stochastic Boussinesq-Burger System
Autor: Wael W. Mohammed, a další
Vydáno: (2022-01-01)

Optimal control of time-fractional stochastic Burgers’ equation driven by mixed fractional Brownian motion
Autor: K. Anukiruthika, a další
Vydáno: (2023-06-01)

Stochastic linear-quadratic control with conic control constraints on an infinite time horizon
Autor: Chen, X, a další
Vydáno: (2005)