An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563)
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scientific article; zbMATH DE number 7648399
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| English | An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion |
scientific article; zbMATH DE number 7648399 |
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An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (English)
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1 February 2023
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multifractional Brownian motion
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SPDE
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optimal control
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linear quadratic objective functional
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0.7928945422172546
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0.7875339388847351
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0.7748752236366272
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0.7697368860244751
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0.7620744705200195
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