Approximation of an optimal control problem for the time-fractional Fokker-Planck equation

<p style='text-indent:20px;'>In this paper, we study the numerical approximation of a system PDEs which arises from an optimal control problem for time-fractional Fokker-Planck equation with time-dependent drift. The is composed backward Hamilton-Jacobi-Bellman and forward equation. We approximate Caputo derivatives in by means L1 schemes Hamiltonian finite differences. scheme constructed such way that duality structure PDE preserved on discrete level. prove well-posedness convergence to solution continuous problem.</p>