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"Stochastic linear-quadratic control for systems with a fractional Brownian ..."

Tyrone E. Duncan, Bozenna Pasik-Duncan (2010)

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DOI: 10.1109/CDC.2010.5718045

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Tyrone E. Duncan, Bozenna Pasik-Duncan:
Stochastic linear-quadratic control for systems with a fractional Brownian motion. CDC 2010: 6163-6168

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