Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function
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Publication:874339
DOI10.1007/BF02831970zbMath1111.49014MaRDI QIDQ874339
Publication date: 5 April 2007
Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)
Mittag-Leffler functionoptimal controlHamilton-Jacobi equationfractional derivativedynamical programmingfractional partial differential equationfractional Taylor's series
Optimality conditions for problems involving partial differential equations (49K20) Dynamic programming in optimal control and differential games (49L20) Dynamic programming (90C39) Self-similar stochastic processes (60G18) Optimality conditions for problems involving ordinary differential equations (49K15)
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