Separation principle in the fractional Gaussianlinear-quadratic regulator problem withpartial observation

Author: Kleptsyna Marina L.   Le Breton Alain   Viot Michel  

Publisher: Edp Sciences

E-ISSN: 1262-3318|12|issue|94-126

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.12, Iss.issue, 2008-01, pp. : 94-126

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Abstract