Optimal control problem for fractional stochastic delayed systems with noninstantaneous impulses

DOI10.1093/IMAMCI/DNAB014MaRDI QIDQ3382284zbMATH OpenOpenAlexFDO

Authors Surendra Kumar, Anjali Upadhyay

Publication date 21 September 2021

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/imamci/dnab014

zbMATH Keywords

fractional Brownian motionfractional stochastic differential equationfractional stochastic optimal controlinfinite delaymild solutionnon-instantaneous impulsesoptimal state-control pair

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Functional-differential equations with impulses (34K45) Control/observation systems governed by functional-differential equations (93C23) Impulsive control/observation systems (93C27) Delay control/observation systems (93C43) Optimal stochastic control (93E20)

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Cited in

(16)

• Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm
• On approximate controllability of non-autonomous measure driven systems with non-instantaneous impulse
• Optimal control of fractional stochastic systems with delay
• A spectral Petrov-Galerkin method for optimal control problem governed by a fractional ordinary differential equation
• Solvability and optimal controls of non-instantaneous impulsive stochastic neutral integro-differential equation driven by fractional Brownian motion
• Controllability and optimal control for a class of time-delayed fractional stochastic integro-differential systems
• Optimal controllability of non-instantaneous impulsive partial stochastic differential systems with fractional sectorial operators
• Optimal control for fractional higher order damped stochastic impulsive systems
• Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order \(q \in (1,2)\)
• Optimal controls for second-order stochastic differential equations driven by mixed-fractional Brownian motion with impulses
• The existence and averaging principle for stochastic fractional differential equations with impulses
• Optimal control of higher-order Hilfer fractional non-instantaneous impulsive stochastic integro-differential systems
• Optimal controls of impulsive fractional stochastic differential systems driven by Rosenblatt process with state-dependent delay
• Optimal controllability for multi-term time-fractional stochastic systems with non-instantaneous impulses
• Approximate controllability of damped impulsive fractional stochastic differential systems driven by Lévy process
• The solvability and sensitivity of nonautonomous fractional differential inclusions steered by mixed Brownian motion

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