Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F15%3A10319159" target="_blank" >RIV/00216208:11320/15:10319159 - isvavai.cz</a>
Result on the web
<a href="https://www.impan.pl/pl/wydawnictwa/banach-center-publications/all/105" target="_blank" >https://www.impan.pl/pl/wydawnictwa/banach-center-publications/all/105</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.4064/bc105-0-7" target="_blank" >10.4064/bc105-0-7</a>
Alternative languages
Result language
angličtina
Original language name
Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion
Original language description
In the paper, ergodic LQ control for infinite dimensional systems with fractional Gaussian noise is studied. A feedback form for the optimal control and the optimal cost are found.
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
<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
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Banach Center Publications
ISBN
978-83-86806-28-7
ISSN
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e-ISSN
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Number of pages
12
Pages from-to
91-102
Publisher name
Instytut Matematyki PAN
Place of publication
Warszawa
Event location
Bedlewo
Event date
May 5, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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