Optimal control of Sobolev-type stochastic Hilfer fractional non-instantaneous impulsive differential inclusion involving Poisson jumps and Clarke subdifferential
DOI10.1049/IET-CTA.2019.0167zbMATH Open1544.9384MaRDI QIDQ6598850
P. Muthukumar, Nagarajan Durga
Publication date: 5 September 2024
Published in: IET Control Theory \& Applications (Search for Journal in Brave)
optimal controlstochastic processesdifferential equationsClarke subdifferentialstochastic analysisPoisson jumpsLeray-Schauder type fixed point theoremnoninstantaneous impulsesBalder theoremSobolev-type stochastic Hilfer fractional noninstantaneous impulsive differential inclusionstochastic dam pollution model
Functional-differential equations with impulses (34K45) Optimal stochastic control (93E20) Functional-differential equations with fractional derivatives (34K37) Functional-differential inclusions (34K09) Impulsive control/observation systems (93C27)
Cites Work
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