The Fractional Hamilton-Jacobi-Bellman Equation

DOI10.5890/JAND.2017.03.004zbMath1365.60049MaRDI QIDQ5272735

Maria A. Veretennikova, Vassili N. Kolokol'tsov

Publication date: 4 July 2017

Published in: Journal of Applied Nonlinear Dynamics (Search for Journal in Brave)

zbMATH Keywords

optimal controlstable lawscontinuous time random walkfractional derivative

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Fractional derivatives and integrals (26A33) Stochastic integral equations (60H20)

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The well-posedness for fractional nonlinear Schrödinger equations, A new glance on the Leibniz rule for fractional derivatives, CTRW modeling of quantum measurement and fractional equations of quantum stochastic filtering and control

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