Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps (Q6144119): Difference between revisions

Latest revision as of 18:52, 30 December 2024

scientific article; zbMATH DE number 7784283

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English	Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps	scientific article; zbMATH DE number 7784283

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instance of

scholarly article

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title

Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps (English)

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Communications in Nonlinear Science and Numerical Simulation

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publication date

5 January 2024

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zbMATH Keywords

approximate controllability

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optimal control

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multi-delay

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Poisson jumps

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Hurst parameter

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stochastic fractional differential equation

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cnsns.2023.107636

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cites work

Approximate controllability of fractional semilinear stochastic system of order \(\alpha \in (1,2]\)

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On the approximate controllability results for fractional integrodifferential systems of order \(1 < r < 2\) with sectorial operators

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A new approach on the approximate controllability of fractional differential evolution equations of order \(1<r<2\) in Hilbert spaces

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Approximate controllability of semilinear nonlocal fractional differential systems via an approximating method

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Approximate controllability results for non-densely defined fractional neutral differential inclusions with Hille–Yosida operators

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A class of fractional evolution equations and optimal controls

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The solvability and optimal controls for some fractional impulsive equation

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The solvability and optimal controls for some fractional impulsive equations of order \(1 < \alpha < 2\)

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Q4978172

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A new conversation on the existence of Hilfer fractional stochastic Volterra–Fredholm integro-differential inclusions via almost sectorial operators

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New discussion regarding approximate controllability for Sobolev-type fractional stochastic hemivariational inequalities of order \(r\in(1,2)\)

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Finite-approximate controllability of semilinear fractional stochastic integro-differential equations

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A note on the approximate controllability of Sobolev type fractional stochastic integro-differential delay inclusions with order \(1 < r < 2\)

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Approximate controllability of a class of fractional neutral stochastic integro-differential inclusions with infinite delay by using Mainardi's function

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The solvability and optimal controls for impulsive fractional stochastic integro-differential equations via resolvent operators

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Optimal controls for fractional stochastic functional differential equations of order \(\alpha \in (1, 2]\)

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Approximate controllability of impulsive neutral stochastic differential equations driven by Poisson jumps

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Controllability of nonlinear stochastic fractional neutral systems with multiple time varying delays in control

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

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The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion

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Controllability of neutral stochastic evolution equations driven by fractional Brownian motion

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Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point

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Stochastic fractional evolution equations with fractional Brownian motion and infinite delay

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Approximate controllability of fractional stochastic differential equations driven by mixed fractional Brownian motion via resolvent operators

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Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control

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Controllability of neutral stochastic evolution equations driven by fBm with Hurst parameter less than 1/2

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Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion

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Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2

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Approximate controllability of semilinear stochastic system with multiple delays in control

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The existence and uniqueness of mild solutions for fractional differential equations with nonlocal conditions of order \(1<\alpha<2\)

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Identifiers

zbMATH Open document ID

1530.34064

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Mathematics Subject Classification ID

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10.1016/J.CNSNS.2023.107636

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Sitelinks

Mathematics(1 entry)

mardi Publication:6144119

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