The Fractional Hamilton-Jacobi-Bellman Equation (Q5272735)

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scientific article; zbMATH DE number 6739332
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The Fractional Hamilton-Jacobi-Bellman Equation
scientific article; zbMATH DE number 6739332

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    The Fractional Hamilton-Jacobi-Bellman Equation (English)
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    4 July 2017
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    fractional derivative
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    continuous time random walk
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    stable laws
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    optimal control
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