Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps

DOI10.1002/OCA.2184zbMATH Open1343.93102OpenAlexW1914292728MaRDI QIDQ3187828FDOQ3187828

Authors: B. Ganesh Priya, C. Rajivganthi, P. Muthukumar 

Publication date: 5 September 2016

Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/oca.2184

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zbMATH Keywords

Hilbert spaceoptimal controlPoisson jumpsfractional stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)

Cites Work

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Cited In (10)

• Title not available (Why is that?)
• Optimal controls of impulsive fractional stochastic differential systems driven by Rosenblatt process with state-dependent delay
• Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2)
• Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control
• Infinite-delayed stochastic impulsive differential systems with Poisson jumps
• Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
• Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
• Existence and controllability of impulsive fractional stochastic differential equations driven by Rosenblatt process with Poisson jumps
• Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients
• Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps

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