Optimal control of stochastic system with fractional Brownian motion (Q2092027)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal control of stochastic system with fractional Brownian motion |
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Optimal control of stochastic system with fractional Brownian motion (English)
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2 November 2022
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optimal harvesting control
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Itô formula
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fractional Brownian motion (fBm)
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maximum principle
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