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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    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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