Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory

DOI10.1080/01630569208816476zbMath0760.60061OpenAlexW1973835913MaRDI QIDQ4029141

C. M. Joshi, T. E. Govindan

Publication date: 7 March 1993

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630569208816476

zbMATH Keywords

optimal stochastic controlbounded stochastic integral contractorstochastic functional-differential equations with memory

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic stability in control theory (93E15)

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Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations ⋮ EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS ⋮ Approximate controllability of semilinear systems using integral contractors ⋮ Optimal control of semilinear stochastic evolution equations ⋮ An efficient approach based on radial basis functions for solving stochastic fractional differential equations ⋮ Exact controllability of multi-term time-fractional differential system with sequencing techniques ⋮ Holder Type Conditions for Stability of Stochastic Functional Differential Equations ⋮ Numerical solution of stochastic fractional differential equations ⋮ Unnamed Item

Cites Work

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• Existence of optimal controls for nonlinear systems in Banach spaces
• Stability of semilinear stochastic evolution equations
• On the existence of optimal controls
• Theory of functional differential equations. 2nd ed
• The existence and uniqueness of solutions to stochastic differnetial–difference equations
• Exponential stability in mean square for stochastic differential equations
• Necessary conditions for optimality for a diffusion with a non-smooth drift
• Stochastic global stability of a random feed-back system
• Optimal control of stochastic dynamical systems

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