Optimal control of stochastic system with Fractional Brownian Motion
In this paper, we introduce a class of stochastic harvesting population system with Fractional Brownian Motion (FBM), which is still unclear when the stochastic noise has the character of memorability. Stochastic optimal control problems with FBM can not be studied using classical methods, because F...
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| Main Authors: | , , |
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| Format: | article |
| Language: | EN |
| Published: |
AIMS Press
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/8c18524e61974e1399f5047c7e739c74 |
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