@article{PS_2005__9__185_0, author = {Kleptsyna, Marina L. and Breton, Alain Le and Viot, Michel}, title = {On the infinite time horizon linear-quadratic regulator problem under a fractional brownian perturbation}, journal = {ESAIM: Probability and Statistics}, pages = {185--205}, publisher = {EDP-Sciences}, volume = {9}, year = {2005}, doi = {10.1051/ps:2005008}, mrnumber = {2148966}, zbl = {1136.93463}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps:2005008/} }