Filatova et al., 2010 - Google Patents
Optimal control problem with an integral equation as the control objectFilatova et al., 2010
View PDF- Document ID
- 6814682575125185326
- Author
- Filatova D
- Grzywaczewski M
- Osmolovskii N
- Publication year
- Publication venue
- Nonlinear Analysis: Theory, Methods & Applications
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Snippet
We consider a nonlinear optimal control problem with an integral equation as the control object, subject to control constraints. This integral equation corresponds to the fractional moment of a stochastic process involving short-range and long-range dependences. For …
- 238000005309 stochastic process 0 abstract description 7
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