Optimal control of fractional stochastic systems with delay

DOI10.1504/IJDSDE.2021.120051MaRDI QIDQ2113784zbMATH OpenOpenAlexWikidataFDO

Authors T. Sathiyaraj

Publication date 14 March 2022

Published in International Journal of Dynamical Systems and Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1504/ijdsde.2021.120051

zbMATH Keywords

fractional differential equationsMittag-Leffler functionoptimal controlPoisson jumpsstochastic systemstime-delays

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Functional-differential equations with fractional derivatives (34K37) Stochastic functional-differential equations (34K50)

Review text

Summary: In this paper, the optimal control of time-delayed fractional stochastic dynamical systems with Poisson jumps (FSDSP) are investigated in the finite dimensional space. Firstly, by applying Kranoselskii's fixed point theorem, some suitable sufficient conditions are established to guarantee the existence of solutions for the considered system. Then, the general conditions are used to extend the existence of optimal control for the considered Lagrange Problem (P). Concrete example is provided.

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Cited in

(8)

• Time optimal control of system governed by a fractional stochastic partial differential inclusion with Clarke subdifferential
• Controllability and optimal control for a class of time-delayed fractional stochastic integro-differential systems
• Fractional finite time delay evolution systems and optimal controls in infinite-dimensional spaces
• Higher order fractional variational optimal control problems with delayed arguments
• Optimal control for fractional higher order damped stochastic impulsive systems
• Optimal control of fractional neutral stochastic differential equations with deviated argument governed by Poisson jumps and infinite delay
• Novel analysis of nonlinear seventh-order fractional Kaup-Kupershmidt equation via the Caputo operator
• Fractional optimal control problems with time-varying delay: a new delay fractional Euler-Lagrange equations

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