3 results
Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation
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- Journal:
- ESAIM: Probability and Statistics / Volume 12 / 2008
- Published online by Cambridge University Press:
- 23 January 2008, pp. 94-126
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- 2008
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On the infinite time horizon linear-quadratic regulator problem under a fractional Brownian perturbation
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- Journal:
- ESAIM: Probability and Statistics / Volume 9 / February 2005
- Published online by Cambridge University Press:
- 15 November 2005, pp. 185-205
- Print publication:
- February 2005
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Duality between probability and optimization
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- Book:
- Idempotency
- Published online:
- 05 May 2010
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- 13 January 1998, pp 331-353
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