An infinite-dimensional fractional linear quadratic regulator problem
| Data(s) |
2012
|
|---|---|
| Identificador | |
| Publicador |
Taylor and Francis Inc. |
| Relação |
DOI:10.1080/07362994.2012.649618 Grecksch, Wilfried & Anh, Vo (2012) An infinite-dimensional fractional linear quadratic regulator problem. Stochastic Analysis and Applications, 30(2), pp. 203-219. |
| Fonte |
School of Mathematical Sciences; Science & Engineering Faculty |
| Palavras-Chave | #010200 APPLIED MATHEMATICS #010400 STATISTICS #150200 BANKING FINANCE AND INVESTMENT #Controlled stochastic differential equation, Infinite-dimensional stochastic differential equation, Quadratic optimal control |
| Tipo |
Journal Article |
