An existence theorem for a fractional stochastic optimal control problem
Author:
Affiliation:
1. Department of Systems Engineering, Graduate School of Information Sciences, Hiroshima City University, 3-4-1, Ozuka–Higashi, Asaminami–Ku, Hiroshima 731-3194, Japan
Funder
JSPS KAKENHI
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/02522667.2018.1424088
Reference12 articles.
1. An existence theorem for a fractional control problem
2. Deterministic and Stochastic Optimal Control
3. Controlled Diffusion Processes
4. Nonlinear Elliptic and Parabolic Equations of the Second Order
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