Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (Q874339): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Stochastic analysis of the fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Calculus for Fractional Brownian Motion I. Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with fractional Brownian motion input / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the representation of fractional Brownian motion as an integral with respect to \((dt)^a\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the solution of the stochastic differential equation of exponential growth driven by fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonrandom variational approach to stochastic linear quadratic Gaussian optimization involving fractional noises (FLQG) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Merton's model of optimal portfolio in a Black-Scholes market driven by a fractional Brownian motion with short-range dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fractional Brownian Motions, Fractional Noises and Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: A class of micropulses and antipersistent fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Alternative micropulses and fractional Brownian motion / rank
 
Normal rank
Property / cites work
 
Property / cites work: Taylor’s Series Generalized for Fractional Derivatives and Applications / rank
 
Normal rank

Latest revision as of 15:51, 25 June 2024

scientific article
Language Label Description Also known as
English
Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function
scientific article

    Statements

    Fractional Hamilton-Jacobi equation for the optimal control of nonrandom fractional dynamics with fractional cost function (English)
    0 references
    5 April 2007
    0 references
    Mittag-Leffler function
    0 references
    fractional derivative
    0 references
    Hamilton-Jacobi equation
    0 references
    dynamical programming
    0 references
    fractional partial differential equation
    0 references
    optimal control
    0 references
    fractional Taylor's series
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references