Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
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Cites work
- scientific article; zbMATH DE number 5251009 (Why is no real title available?)
- A general formulation and solution scheme for fractional optimal control problems
- A numerical approximation of parabolic stochastic partial differential equations driven by a Poisson random measure
- Approximate controllability of fractional order stochastic variational inequalities driven by Poisson jumps
- Existence and uniqueness of mild solution for an impulsive neutral fractional integro-differential equation with infinite delay
- Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay
- Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps
- Fractional finite time delay evolution systems and optimal controls in infinite-dimensional spaces
- Fractional linear control systems with Caputo derivative and their optimization
- Fractional optimal control problem of a distributed system in cylindrical coordinates
- Near-optimal control for stochastic recursive problems
- Necessary and sufficient conditions for L1-strong- weak lower semicontinuity of integral functionals
- Nonlinear impulsive integro-differential equations of mixed type and optimal controls
- Nonlocal problems for fractional integrodifferential equations via fractional operators and optimal controls
- On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
- On recent developments in the theory of abstract differential equations with fractional derivatives
- Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality
- Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
- The functional calculus for sectorial operators
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
- Theory of fractional dynamic systems
Cited in
(17)- Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps
- Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and Optimal control
- Optimal controls of impulsive fractional stochastic differential systems driven by Rosenblatt process with state-dependent delay
- Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control
- The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators
- Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control
- Infinite-delayed stochastic impulsive differential systems with Poisson jumps
- Stability analysis of damped fractional stochastic differential systems with Poisson jumps: an successive approximation approach
- Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
- Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
- Successive approximation of neutral functional impulsive stochastic differential equations with Poisson jumps
- Optimal controls for stochastic functional integro-differential equations
- Stability analysis of second-order stochastic differential systems with Poisson jumps
- Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order \(q \in (1,2)\)
- Existence and controllability of impulsive fractional stochastic differential equations driven by Rosenblatt process with Poisson jumps
- Optimal control of fractional neutral stochastic differential equations with deviated argument governed by Poisson jumps and infinite delay
- Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients
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