Maximum principle for controlled fractional Fokker-Planck equations (Q318687): Difference between revisions

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+Stochastic representation of subdiffusion processes with time-dependent drift
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+Fractional Fokker-Planck equation with space and time dependent drift and diffusion
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+Conjugate convex functions in optimal stochastic control
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+An Introductory Approach to Duality in Optimal Stochastic Control
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+Mécanique aléatoire
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+A General Stochastic Maximum Principle for Optimal Control Problems
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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+Controlled Markov processes and viscosity solutions
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+Q4255599
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+Stochastic stability of fractional Fokker-Planck equation
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