About the linear-quadratic regulator problem under a fractional Brownian perturbation

Author: Kleptsyna M. L.   Le Breton Alain   Viot M.  

Publisher: Edp Sciences

E-ISSN: 1262-3318|7|issue|161-170

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.7, Iss.issue, 2010-03, pp. : 161-170

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Abstract