Some control problems are explicitly solved for bilinear evolution equations where the noise is a Gauss-Volterra process. The Gauss-Volterra noise processes are obtained from the integral of a Brownian motion with a suitable kernel function. These noise processes include fractional Brownian motions with Hurst parameter from (1/2, 1), Liouville f...
Creator:
Pasik-Duncan, Bozenna (University of Kansas)
Created:
2018-05-11
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
