Optimal controls for stochastic functional integro-differential equations
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evolution equationsfixed point theoremGrimmer resolvent operatorinfinite delaymild solutionoptimal controlssemigroup
General theory of infinite-dimensional dissipative dynamical systems, nonlinear semigroups, evolution equations (37L05) Integro-partial differential equations (45K05) Fixed-point theorems (47H10) Existence theories for optimal control problems involving relations other than differential equations (49J21) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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- scientific article; zbMATH DE number 13605
Cites work
- A class of Hilfer fractional stochastic differential equations and optimal controls
- A Fixed Point Theorem of Krasnoselskii—Schaefer Type
- Applied stochastic control of jump diffusions
- Controllability of semilinearstochastic delay evolution equations in Hilbert spaces
- Controllability of stochastic semilinear functional differential equations in Hilbert spaces.
- Existence and asymptotic behavior of solutions for neutral stochastic partial integrodifferential equations with infinite delays
- Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays
- Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps
- Functional differential equations with infinite delay
- scientific article; zbMATH DE number 3479221 (Why is no real title available?)
- scientific article; zbMATH DE number 3595596 (Why is no real title available?)
- scientific article; zbMATH DE number 1099342 (Why is no real title available?)
- scientific article; zbMATH DE number 2099137 (Why is no real title available?)
- Solvability and optimal controls of non-instantaneous impulsive stochastic neutral integro-differential equation driven by fractional Brownian motion
- Stochastic Equations in Infinite Dimensions
- Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
- The optimal control problem associated with multi-valued stochastic differential equations with jumps
Cited in
(9)- A class of Hilfer fractional stochastic differential equations and optimal controls
- Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain
- Optimal Controls for Stochastic Partial Differential Equations
- scientific article; zbMATH DE number 5592405 (Why is no real title available?)
- Approximate controllability of impulsive integrodifferential equations with state-dependent delay
- On neutral integrodifferential equations with state-dependent delay in Banach spaces
- On the existence of the optimal control for stochastic functional differential equations subject to external disturbances
- Approximate controllability of impulsive integrodifferential equations with state-dependent delay
- Optimal controls for fractional stochastic functional differential equations of order \(\alpha \in (1, 2]\)
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