Petr Coupek, Tyrone E. Duncan, Bohdan Maslowski, Bozenna Pasik-Duncan. An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process. In 57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018. pages 4973-4977, IEEE, 2018. [doi]
Abstract is missing.