Maximum principle for controlled fractional Fokker-Planck equations (Q318687)
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scientific article; zbMATH DE number 6632990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for controlled fractional Fokker-Planck equations |
scientific article; zbMATH DE number 6632990 |
Statements
Maximum principle for controlled fractional Fokker-Planck equations (English)
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5 October 2016
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\(\alpha\)-stable subordinator
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maximum principle
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stochastic optimal control problem
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well-posedness
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Riemann-Liouville derivative
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0.9435039
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0.92540795
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0.9146004
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0.91282827
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0.9115936
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0.9094194
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0.9066687
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0.9066305
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