Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions

Abstrakt

In the paper the linear-quadratic control problem is solved for infinite dimensional systems driven by fractional Brownian motion. The results are applied to controlled stochastic parabolic systems.

Klíčová slova

• Linear-quadratic
• control
• for
• stochastic
• equations
• Hilbert
• space
• with
• fractional
• Brownian
• motions