Photo by jontyson from unsplash
Abstract We prove a representation formula of Hopf-Lax type for solutions to Hamilton-Jacobi equation involving a Caputo time-fractional derivative. Equations of this type are associated with optimal control problems where… Click to show full abstract
Abstract We prove a representation formula of Hopf-Lax type for solutions to Hamilton-Jacobi equation involving a Caputo time-fractional derivative. Equations of this type are associated with optimal control problems where the controlled dynamics is given by a time-changed stochastic process describing the trajectory of a particle subject to random trapping effects.
Keywords:
time;
caputo time;
hopf lax;
time fractional;
fractional derivative;
hamilton jacobi
Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!
Journal Title: Journal of Mathematical Analysis and Applications
Year Published: 2019
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!