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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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