ESAIM: Probability and Statistics (ESAIM: P&S)

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

Marina L. Kleptsyna, Alain Le Breton and Michel Viot

ESAIM: PS, 9 (2005) 185-205

Published online: 15 November 2005

DOI: 10.1051/ps:2005008

Marina L. Kleptsyna

Alain Le Breton

Michel Viot

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