Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F11%3A10103453" target="_blank" >RIV/00216208:11320/11:10103453 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1109/MMAR.2011.6031326" target="_blank" >http://dx.doi.org/10.1109/MMAR.2011.6031326</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/MMAR.2011.6031326" target="_blank" >10.1109/MMAR.2011.6031326</a>
Alternative languages
Result language
angličtina
Original language name
Control of some linear stochastic systems in a Hilbert space with fractional Brownian motions
Original language description
A control problem for a linear system in a Hilbert space with a fractional Brownian motion and a quadratic cost in the state and the control is solved. The feedback form of the optimal control and the optimal cost are given. The optimal control is the sum of the well known linear feedback control for the associated deterministic linear-quadratic control problem and a suitable prediction of an optimal system response to the future noise. Some examples of controlled stochastic partial differential equations are given.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Methods and Models in Automation and Control and Robotics (MMAR)
ISBN
978-1-4577-0912-8
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
107-110
Publisher name
IEEE
Place of publication
New York
Event location
Miedzyzdroje
Event date
Aug 22, 2001
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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