On the infinite time horizon linear-quadratic regulator problem undera fractional Brownian perturbation

Author: Kleptsyna Marina L.   Le Breton Alain   Viot Michel  

Publisher: Edp Sciences

E-ISSN: 1262-3318|9|issue|185-205

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.9, Iss.issue, 2010-03, pp. : 185-205

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Abstract