Numdam - Citations

Liste des citations dans Numdam pour : About the linear-quadratic regulator problem under a fractional brownian perturbation

ESAIM: Probability and Statistics, Tome 7 (2003), pp. 161-170

Kleptsyna, Marina L. ; Breton, Alain Le ; Viot, Michel

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

ESAIM: Probability and Statistics, Tome 12 (2008), pp. 94-126

Kleptsyna, Marina L. ; Breton, Alain Le ; Viot, Michel

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

ESAIM: Probability and Statistics, Tome 9 (2005), pp. 185-205