Optimal controls for second‐order stochastic differential equations driven by mixed‐fractional Brownian motion with impulses

DOI10.1002/mma.6177zbMath1448.49034OpenAlexW2999895954MaRDI QIDQ5119002

Syed Abbas, Amar Debbouche, Muslim Malik, Rajesh Dhayal

Publication date: 2 September 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.6177

zbMATH Keywords

optimal controlsnon-instantaneous impulsessecond-order stochastic differential equationmixed-fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Numerical solutions to stochastic differential and integral equations (65C30) Operator sine and cosine functions and higher-order Cauchy problems (47D09) Optimality conditions for problems involving randomness (49K45) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Impulsive optimal control problems (49N25)

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