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 control; stable laws; continuous time random walk; fractional derivative

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

26A33: Fractional derivatives and integrals

60H20: Stochastic integral equations

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

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