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The Fractional Hamilton-Jacobi-Bellman Equation - MaRDI portal

The Fractional Hamilton-Jacobi-Bellman Equation (Q5272735)

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scientific article; zbMATH DE number 6739332
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The Fractional Hamilton-Jacobi-Bellman Equation
scientific article; zbMATH DE number 6739332

    Statements

    title
    The Fractional Hamilton-Jacobi-Bellman Equation (English)
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    publication date
    4 July 2017
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    Mathematics Subject Classification ID
    60G50
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    60H20
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    26A33
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    zbMATH DE Number
    6739332
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    zbMATH Keywords
    fractional derivative
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    continuous time random walk
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    stable laws
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    optimal control
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