Optimal control of stochastic system with fractional Brownian motion
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Publication:2092027
DOI10.3934/MBE.2021284zbMath1501.93164OpenAlexW3173963864MaRDI QIDQ2092027
Qinghui Du, Zhibo Zhai, Chaofeng Zhao
Publication date: 2 November 2022
Published in: Mathematical Biosciences and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/mbe.2021284
Fractional processes, including fractional Brownian motion (60G22) Population dynamics (general) (92D25) Optimal stochastic control (93E20)
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