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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Bibliographic Details
Main Authors: Chaofeng Zhao, Zhibo Zhai, Qinghui Du
Format: article
Language:EN
Published: AIMS Press 2021
Subjects:
Online Access:https://doaj.org/article/8c18524e61974e1399f5047c7e739c74
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