Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps

DOI10.1002/oca.2184zbMath1343.93102OpenAlexW1914292728MaRDI QIDQ3187828

B. Ganesh Priya, Palanisamy Muthukumar, Chinnathambi Rajivganthi

Publication date: 5 September 2016

Published in: Optimal Control Applications and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2184

zbMATH Keywords

optimal controlHilbert spacePoisson jumpsfractional stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15) Fractional ordinary differential equations (34A08)

Related Items (9)

Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients ⋮ Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control ⋮ Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps ⋮ Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations ⋮ Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2) ⋮ Unnamed Item ⋮ Infinite-delayed stochastic impulsive differential systems with Poisson jumps ⋮ Existence and controllability of impulsive fractional stochastic differential equations driven by Rosenblatt process with Poisson jumps ⋮ Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients

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