An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion
DOI10.1142/S0219493722400202OpenAlexW4224235713MaRDI QIDQ5876563FDOQ5876563
Authors: Wilfried Grecksch, Hannelore Lisei 
Publication date: 1 February 2023
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493722400202
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Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Fractional processes, including fractional Brownian motion (60G22) Optimality conditions for problems involving randomness (49K45) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)
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