Optimal control of impulsive stochastic evolution inclusions

DOI10.7151/DMDICO.1036MaRDI QIDQ4430913zbMATH OpenOpenAlexFDO

Authors N. U. Ahmed

Publication date 13 October 2003

Published in Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/c103b64445c5ffab9728cd63ee37711a8dc4f05d

zbMATH Keywords

\(C_0\)-semigroupsdifferential inclusionsimpulse perturbationsoptimal controlstochastic systemsvector measures

Mathematics Subject Classification ID

Evolution inclusions (34G25) Control problems involving ordinary differential equations (34H05) Functional-differential equations with impulses (34K45) Existence of optimal solutions to problems involving randomness (49J55) Optimal stochastic control (93E20)

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Cited in

(6)

• Time optimal control of system governed by a fractional stochastic partial differential inclusion with Clarke subdifferential
• Time optimal control of a Clarke subdifferential type stochastic evolution inclusion in Hilbert spaces
• Evolution equations determined by operator valued measures and optimal control
• Remarks on unboundedness of set-valued Itô stochastic integrals
• Minimax games for stochastic systems subject to relative entropy uncertainty: applications to SDEs on Hilbert spaces
• Optimal control of evolution inclusions

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