Control of some linear equations in a Hilbert space with fractional Brownian motions

Abstrakt

The LQ control problem for infinite dimensional stochastic systems is solved. The fomulas for the optimal control in the feedback form and for the optimal cost are found.

Klíčová slova

• Control
• some
• linear
• equations
• Hilbert
• space
• with
• fractional
• Brownian
• motions