Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in 0H12, and Poisson jumps.
Hengzhi ZhaoJiwei ZhangJing LuJiang HuPublished in: Commun. Nonlinear Sci. Numer. Simul. (2024)
Keyphrases
- optimal control
- differential equations
- brownian motion
- fractional brownian motion
- stochastic differential equations
- optimal control problems
- long range
- non stationary
- dynamic programming
- feed forward artificial neural networks
- feedback control
- dynamical systems
- fractal dimension
- infinite horizon
- control strategy
- poisson process
- numerical solution
- reinforcement learning
- numerical methods
- ordinary differential equations
- control law
- random fields
- control theory
- financial markets
- multiresolution
- long range dependence
- computer vision
- mathematical model
- markov chain
- pairwise