期刊论文详细信息
Advances in Difference Equations
Maximum principle for controlled fractional Fokker-Planck equations
Qiuxi Wang1 
[1] College of Mathematics, Jilin University, Changchun, P.R. China
关键词: α-stable subordinator;    maximum principle;    stochastic optimal control problem;    well-posedness;    Riemann-Liouville derivative;   
DOI  :  10.1186/s13662-015-0382-1
学科分类:数学(综合)
来源: SpringerOpen
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【 摘 要 】

In this paper, we obtain a maximum principle for controlled fractional Fokker-Planck equations. We prove the well-posedness of a stochastic differential equation driven by an α-stable process. We give some estimates of the solutions by fractional calculus. A linear-quadratic example is given at the end of the paper.

【 授权许可】

CC BY   

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