Optimal control of fractional neutral stochastic differential equations with deviated argument governed by Poisson jumps and infinite delay

DOI10.1002/oca.2515zbMath1425.93300OpenAlexW2945470720WikidataQ127827531 ScholiaQ127827531MaRDI QIDQ5241055

Nagarajan Durga, Palanisamy Muthukumar

Publication date: 29 October 2019

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

Full work available at URL: https://doi.org/10.1002/oca.2515

zbMATH Keywords

optimal control Poisson jumps deviated argument existence of mild solutions fractional differential equations with infinite delay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional derivatives and integrals (26A33) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)

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