Time optimal control of a Clarke subdifferential type stochastic evolution inclusion in Hilbert spaces (Q2234318)

In this paper, the author studies the time optimal control of Clarke subdifferential type stochastic evolution inclusions with delay and non-instantaneous impulses of the form \[ d[x(t)-G(t,x_{t})] \in A(t)[x(t)-G(t,x_{t})]dt+B(t)u(t)dt+\partial F(t,x_{t})dw(t) t\in (s_{i},t_{i+1}], i=0,1,\dots,N,\] \[ x(t)\in g_{i}(t,x_{t}), t\in(t_{i},s_{i}], i=1,\dots,N, x(t) = \phi(t), t\in(-\infty,0], \] where the state $x(\cdot)$ takes values in a separable real Hilbert space $H$, $A(t):D(A(t))\subset H\to H$, $t\in [0,b]$, is a family of linear and not necessarily bounded operators in $H$, the control function $u(\cdot)$ takes value from a separable Hilbert space $Y$, $B$ is a linear operator from $Y$ into $H$, $K$ is a separable real Hilbert space and $\{w(t):t\geq 0\}$ is a given $K$-valued Wiener process with a covariance operator $Q\geq 0$ defined on a complete probability space $(\Omega,F,P)$ equipped with a normal filtration $\{F_{t}\}_{t\geq 0}$, which is generated by the Wiener process w. Also, the time history $x_{t}:(-\infty,0]\to H$ given by $x_{t}(\theta)=x(t+\theta)$ belongs to some abstract phase space $B$ defined axiomatically, $G:[0,b]\times B\to H$ is appropriate function, $g_{i}:[0,b]\times B\to P(H)$ $(i=1,2,\dots,N)$ are bounded, closed, convex-valued multi-valued maps, $\partial F(t,\cdot)$ is the Clarke's subdifferential of $F(t,\cdot)$, and the initial data $\{\phi(t):-\infty<t\leq 0\}$ is an $F_0$-adapted, $B$-valued random variable independent of the Wiener process w with finite $p$th $(p\geq 2)$ moment. The author investigates the above time optimal control under the mixed Lipschitz and Carathéodory conditions and a weakly compactness condition, which does not require the compactness of evolution operator. The author proves first the existence of mild solutions for these systems by using the measure of non-compactness and a consequence of the well-known Bohnenblust-Karlin fixed point theorem. Based on this result, the existence of time optimal control of governed by stochastic control systems is also obtained. Finally, an example is given to illustrate the effectiveness of the results.