Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions-Reference-Cited by-同舟云学术

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Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions

Published:2019-06-18 Issue:5 Volume:40 Page:900-913
ISSN:0143-2087
Container-title:Optimal Control Applications and Methods
language:en
Short-container-title:Optim Control Appl Meth

Author:

Han Yuecai¹,Sun Yifang²^ORCID

Affiliation:

1. School of MathematicsJilin University Changchun China

2. School of Mathematics and StatisticsChangchun University of Technology Changchun China

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Applied Mathematics,Control and Optimization,Software,Control and Systems Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/oca.2523

Reference19 articles.

1. Structural Properties of the Linear–Quadratic Stochastic Control Problem

2. The Variation of Certain Speculative Prices

3. Modeling turbulent wave-front phase as a fractional Brownian motion: a new approach

4. Optimal Control of a Stochastic Processing System Driven by a Fractional Brownian Motion Input

5. 1/ f Noise in Human Cognition

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4. A two‐layer stochastic differential investment and reinsurance game with default risk under the bi‐fractional Brownian motion environment;Mathematical Methods in the Applied Sciences;2022-03-16

5. Reliability evaluation of active distribution network considering various active adjustment means;The Journal of Engineering;2020-08-28

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