An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process

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]

@inproceedings{CoupekDMP18,
  title = {An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process},
  author = {Petr Coupek and Tyrone E. Duncan and Bohdan Maslowski and Bozenna Pasik-Duncan},
  year = {2018},
  doi = {10.1109/CDC.2018.8619402},
  url = {https://doi.org/10.1109/CDC.2018.8619402},
  researchr = {https://researchr.org/publication/CoupekDMP18},
  cites = {0},
  citedby = {0},
  pages = {4973-4977},
  booktitle = {57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018},
  publisher = {IEEE},
  isbn = {978-1-5386-1395-5},
}