Stochastic Control for Linear Systems Driven by Fractional Noises

Yaozhong Hu, Xun Yu Zhou. Stochastic Control for Linear Systems Driven by Fractional Noises. SIAM J. Control and Optimization, 43(6):2245-2277, 2005. [doi]

@article{HuZ05-0,
  title = {Stochastic Control for Linear Systems Driven by Fractional Noises},
  author = {Yaozhong Hu and Xun Yu Zhou},
  year = {2005},
  doi = {10.1137/S0363012903426045},
  url = {http://dx.doi.org/10.1137/S0363012903426045},
  tags = {control systems},
  researchr = {https://researchr.org/publication/HuZ05-0},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Control and Optimization},
  volume = {43},
  number = {6},
  pages = {2245-2277},
}