Some ergodic control problems for linear 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%2F14%3A10289746" target="_blank" >RIV/00216208:11320/14:10289746 - isvavai.cz</a>
Result on the web
<a href="http://fwn06.housing.rug.nl/mtns/?page_id=38" target="_blank" >http://fwn06.housing.rug.nl/mtns/?page_id=38</a>
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Some ergodic control problems for linear stochastic equations in a Hilbert space with fractional Brownian motions
Original language description
A linear-quadratic control problem with an infinite time horizon for some infinite dimensional controlled differential equations is formulated and solved. The feedback form of the optimal control is given explicitly.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
—
Result continuities
Project
<a href="/en/project/GAP201%2F10%2F0752" target="_blank" >GAP201/10/0752: Stochastic Space-Time Systems</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of 21st International Symposium on Mathematical Theory of Network and Systems
ISBN
978-90-367-6321-9
ISSN
—
e-ISSN
—
Number of pages
4
Pages from-to
1009-1012
Publisher name
Neuveden
Place of publication
Groningen
Event location
Groningen
Event date
Jul 7, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—