Linear-quadratic control for stochastic equations 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%2F12%3A10103374" target="_blank" >RIV/00216208:11320/12:10103374 - isvavai.cz</a>
Result on the web
<a href="http://epubs.siam.org/doi/abs/10.1137/110831416" target="_blank" >http://epubs.siam.org/doi/abs/10.1137/110831416</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1137/110831416" target="_blank" >10.1137/110831416</a>
Alternative languages
Result language
angličtina
Original language name
Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions
Original language description
In the paper the linear-quadratic control problem is solved for infinite dimensional systems driven by fractional Brownian motion. The results are applied to controlled stochastic parabolic systems.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP201%2F10%2F0752" target="_blank" >GAP201/10/0752: Stochastic Space-Time Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
SIAM Journal on Control and Optimization
ISSN
0363-0129
e-ISSN
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Volume of the periodical
50
Issue of the periodical within the volume
1
Country of publishing house
US - UNITED STATES
Number of pages
24
Pages from-to
507-531
UT code for WoS article
000300892000023
EID of the result in the Scopus database
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