Maximum principle for controlled fractional Fokker-Planck equations

被引：0
作者：
Qiuxi Wang
机构：
[1] Jilin University,College of Mathematics
来源：
Advances in Difference Equations | / 2015卷
关键词：
-stable subordinator; maximum principle; stochastic optimal control problem; well-posedness; Riemann-Liouville derivative;
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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.
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