Pages that link to "Item:Q5241055"
From MaRDI portal
The following pages link to Optimal control of fractional neutral stochastic differential equations with deviated argument governed by Poisson jumps and infinite delay (Q5241055):
Displaying 12 items.
- Optimal control of fractional stochastic systems with delay (Q2113784) (← links)
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps (Q2133260) (← links)
- Optimal control of fractional reaction-diffusion equations with Poisson jumps (Q2419103) (← links)
- Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps (Q3187828) (← links)
- Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion (Q3383688) (← links)
- On stability of stochastic differential equations with random impulses driven by Poisson jumps (Q5086699) (← links)
- Exponential behaviour of nonlinear fractional Schrödinger evolution equation with complex potential and Poisson jumps (Q6071168) (← links)
- Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential (Q6082897) (← links)
- Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients (Q6115729) (← links)
- Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps (Q6144119) (← links)
- A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion (Q6608454) (← links)
