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Stochastic Control for Linear Systems Driven by Fractional Noises.

Yaozhong HuXun Yu Zhou
Published in: SIAM J. Control. Optim. (2005)
Keyphrases
  • linear systems
  • stochastic control
  • sufficient conditions
  • queueing systems
  • control problems
  • dynamical systems
  • optimal control
  • operations management
  • sparse linear systems
  • brownian motion
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