The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion

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Publication:6198076

DOI10.1137/22m1543203arXiv2212.05334WikidataQ128587685 ScholiaQ128587685MaRDI QIDQ6198076

Yaozhong Hu, Yueyang Zheng

Publication date: 20 February 2024

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2212.05334






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