Optimal control of second order stochastic evolution hemivariational inequalities with Poisson jumps

DOI10.11650/tjm/8001zbMath1391.49017OpenAlexW2749576388MaRDI QIDQ1750748

Fathalla A. Rihan, Nagarajan Durga, Chinnathambi Rajivganthi, Palanisamy Muthukumar

Publication date: 23 May 2018

Published in: Taiwanese Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.twjm/1502935250

zbMATH Keywords

optimal controlhemivariational inequalitiesstochastic evolution equationsPoisson jumpsClarke's subdifferential

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (8)

Optimal control of Clarke subdifferential type fractional differential inclusion with non-instantaneous impulses driven by Poisson jumps and its topological properties ⋮ Optimal control of fractional reaction-diffusion equations with Poisson jumps ⋮ Optimal feedback control results for a second-order evolution system with finite delay ⋮ Fractional stochastic evolution hemivariational inequalities and optimal controls ⋮ An analysis on the optimal control results for second-order Sobolev-type delay differential inclusions of Clarke's subdifferential type ⋮ Hilfer fractional neutral stochastic integro‐differential evolution hemivariational inequalities and optimal controls ⋮ A minimum principle for stochastic optimal control problem with interval cost function ⋮ Existence and exponential behavior of multi-valued nonlinear fractional stochastic integro-differential equations with Poisson jumps of Clarke's subdifferential type

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