Add to ORKGAbstract. In this paper we solve the basic fractional analogue of the classical linear-quadratic Gaussian regulator problem in continuous time. For a completely observable controlled linear system driven by a fractional Brownian motion, we describe explicitely the optimal control policy which minimizes a quadratic performance criterion
For discrete-time linear time invariant systems with constraints on inputs and states, we develop an...
International audienceWe provide an exhaustive treatment of linear-quadratic control problems for a ...
AbstractIt is known that the optimal controller for a linear dynamic system disturbed by additive, i...
In this report we solve the basic fractional analogue of the classical linear-quadratic Gaussian reg...
In this paper we solve the basic fractional analogue of the classical linear-quadratic Gaussian regu...
In this paper we solve the basic fractional analogue of the classical infinite time horizon linear-q...
In this paper we solve the basic fractional analogue of the classical linear-quadratic Gaussian regu...
International audienceIn this paper we solve the basic fractional analogue of the classical linear-q...
We partially solve the adaptive ergodic stochastic optimal control problem where the driving process...
This paper is concerned with optimal control of stochastic linear systems involving fractional Brown...
This is the published version, also available here: http://dx.doi.org/10.1137/110831416.A linear-qua...
This is the published version, also available here: http://dx.doi.org/10.1137/120877283.In this pape...
Abstract-In this paper, we formulate the fractional linear controllability of fractional-order linea...
This paper studies two optimal control problems for linear time-invariant systems of fractional orde...
Linear systems described by fractional differential equations (FDEs) with variable coefficients invo...
For discrete-time linear time invariant systems with constraints on inputs and states, we develop an...
International audienceWe provide an exhaustive treatment of linear-quadratic control problems for a ...
AbstractIt is known that the optimal controller for a linear dynamic system disturbed by additive, i...
In this report we solve the basic fractional analogue of the classical linear-quadratic Gaussian reg...
In this paper we solve the basic fractional analogue of the classical linear-quadratic Gaussian regu...
In this paper we solve the basic fractional analogue of the classical infinite time horizon linear-q...
In this paper we solve the basic fractional analogue of the classical linear-quadratic Gaussian regu...
International audienceIn this paper we solve the basic fractional analogue of the classical linear-q...
We partially solve the adaptive ergodic stochastic optimal control problem where the driving process...
This paper is concerned with optimal control of stochastic linear systems involving fractional Brown...
This is the published version, also available here: http://dx.doi.org/10.1137/110831416.A linear-qua...
This is the published version, also available here: http://dx.doi.org/10.1137/120877283.In this pape...
Abstract-In this paper, we formulate the fractional linear controllability of fractional-order linea...
This paper studies two optimal control problems for linear time-invariant systems of fractional orde...
Linear systems described by fractional differential equations (FDEs) with variable coefficients invo...
For discrete-time linear time invariant systems with constraints on inputs and states, we develop an...
International audienceWe provide an exhaustive treatment of linear-quadratic control problems for a ...
AbstractIt is known that the optimal controller for a linear dynamic system disturbed by additive, i...