An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process

2018 ◽  
Author(s):  
Petr Coupek ◽  
Tyrone E. Duncan ◽  
Bohdan Maslowski ◽  
Bozenna Pasik-Duncan
Keyword(s):  
Control Problem ◽  
Time Horizon ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Infinite Time ◽  
Infinite Time Horizon ◽  
Rosenblatt Process ◽  
Linear Quadratic Control Problem

scholarly journals A linear-quadratic control problem with discretionary stopping

2007 ◽  
Vol 8 (2) ◽  
pp. 261-277 ◽  
Author(s):  
Shigeaki Koike ◽  
◽  
Hiroaki Morimoto ◽  
Shigeru Sakaguchi ◽  
Keyword(s):  
Control Problem ◽  
Linear Quadratic Control ◽  
Linear Quadratic ◽  
Discretionary Stopping ◽  
Linear Quadratic Control Problem
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