2 results
Separation principle in the fractional Gaussianlinear-quadratic regulator problem withpartial observation
-
- Journal:
- ESAIM: Probability and Statistics / Volume 12 / 2008
- Published online by Cambridge University Press:
- 23 January 2008, pp. 94-126
- Print publication:
- 2008
-
- Article
- Export citation
On the infinite time horizon linear-quadratic regulator problem undera fractional Brownian perturbation
-
- Journal:
- ESAIM: Probability and Statistics / Volume 9 / February 2005
- Published online by Cambridge University Press:
- 15 November 2005, pp. 185-205
- Print publication:
- February 2005
-
- Article
- Export citation