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Cited article:

On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation

Marina L. Kleptsyna, Alain Le Breton, Michel Viot

ESAIM: PS, 9 (2005) 185-205

Published online: 2005-11-15

DOI: https://doi.org/10.1051/ps:2005008

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