Maximum principle for controlled fractional Fokker-Planck equations (Q318687): Difference between revisions
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Revision as of 23:58, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum principle for controlled fractional Fokker-Planck equations |
scientific article |
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Maximum principle for controlled fractional Fokker-Planck equations (English)
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5 October 2016
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\(\alpha\)-stable subordinator
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maximum principle
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stochastic optimal control problem
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well-posedness
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Riemann-Liouville derivative
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