Linear-quadratic Control for Stochastic Equations in a Hilbert Space with Fractional Brownian Motions.
Tyrone E. DuncanB. MaslowskiBozenna Pasik-DuncanPublished in: SIAM J. Control. Optim. (2012)
Keyphrases
- linear quadratic
- optimal control
- hilbert space
- closed loop
- vector valued
- dynamical systems
- dynamic programming
- control strategy
- gaussian model
- von neumann
- control system
- reproducing kernel hilbert space
- image sequences
- convex sets
- video sequences
- differential equations
- input space
- kernel function
- model selection
- special case
- image processing