Maximum principle for controlled fractional Fokker-Planck equations

DOI10.1186/s13662-015-0382-1zbMath1346.35221OpenAlexW2017444686WikidataQ59435990 ScholiaQ59435990MaRDI QIDQ318687

Qiuxi Wang

Publication date: 5 October 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-015-0382-1

zbMATH Keywords

maximum principlewell-posednessRiemann-Liouville derivative\(\alpha\)-stable subordinatorstochastic optimal control problem

Mathematics Subject Classification ID

Fractional partial differential equations (35R11)

Cites Work

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