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

Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation

Marina L. Kleptsyna, Alain Le Breton and Michel Viot

ESAIM: PS, 12 (2008) 94-126

Published online: 23 January 2008

DOI: 10.1051/ps:2007046

Marina L. Kleptsyna

Alain Le Breton

Michel Viot

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