Optimal controls for second-order stochastic differential equations driven by mixed-fractional Brownian motion with impulses

DOI10.1002/MMA.6177zbMATH Open1448.49034OpenAlexW2999895954MaRDI QIDQ5119002FDOQ5119002

Authors: Rajesh Dhayal, Muslim Malik, Syed Abbas, Amar Debbouche 

Publication date: 2 September 2020

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/mma.6177

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zbMATH Keywords

optimal controlssecond-order stochastic differential equationnon-instantaneous impulsesmixed-fractional Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Optimality conditions for problems involving randomness (49K45) Impulsive optimal control problems (49N25) Numerical solutions to stochastic differential and integral equations (65C30) Operator sine and cosine functions and higher-order Cauchy problems (47D09)

Cited In (43)

• Relatively exact controllability of fractional stochastic neutral system with two incommensurate constant delays
• Relaxation in Population Dynamics Models with Hysteresis
• An analysis on the optimal control results for second-order Sobolev-type delay differential inclusions of Clarke's subdifferential type
• Approximate and trajectory controllability of fractional stochastic differential equation with non-instantaneous impulses and Poisson jumps
• Analytic resolvent semilinear integro‐differential systems: Existence and optimal control
• A note on the existence and optimal control for mixed Volterra-Fredholm-type integrodifferential dispersion system of third order
• Optimal controls of impulsive fractional stochastic differential systems driven by Rosenblatt process with state-dependent delay
• Doubly-weighted pseudo almost automorphic solutions for stochastic dynamic equations with Stepanov-like coefficients on time scales
• Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2)
• Existence, stability and controllability results of stochastic differential equations with non-instantaneous impulses
• The existence and averaging principle for stochastic fractional differential equations with impulses
• Square-mean asymptotically almost periodic solutions of second order nonautonomous stochastic evolution equations
• Parametric approximate optimal control of uncertain differential game with application to counter terror
• Time optimal control of a Clarke subdifferential type stochastic evolution inclusion in Hilbert spaces
• A new result on averaging principle for Caputo-type fractional delay stochastic differential equations with Brownian motion
• Time optimal control of system governed by a fractional stochastic partial differential inclusion with Clarke subdifferential
• Results on the existence and approximate controllability of neutral‐type delay integro‐differential system with noninstantaneous impulse
• Random integrodifferential equations of Volterra type with delay: attractiveness and stability
• Approximate controllability for Hilfer fractional stochastic non-instantaneous impulsive differential system with Rosenblatt process and Poisson jumps
• Approximate controllability of Atangana-Baleanu fractional stochastic differential systems with non-Gaussian process and impulses
• Trajectory controllability of Hilfer fractional neutral stochastic differential equation with deviated argument and mixed fractional Brownian motion
• Approximate optimal control of fractional impulsive partial stochastic differential inclusions driven by Rosenblatt process
• Invariant analysis and conservation laws for the space-time fractional KdV-like equation
• Existence of solutions and approximate controllability of second-order stochastic differential systems with Poisson jumps and finite delay
• Wellposedness and controllability results of stochastic integrodifferential equations with noninstantaneous impulses and Rosenblatt process
• Second-order nonlinear impulsive integro-differential equations of mixed type and optimal controls in fractional power spaces
• On the averaging principle of Caputo type neutral fractional stochastic differential equations
• Existence, stability and optimality of a semilinear control system involving instantaneous and non-instantaneous impulses
• An Analysis on the Existence of Mild Solution and Optimal Control for Semilinear Thermoelastic System
• New discussion concerning to optimal control for semilinear population dynamics system in Hilbert spaces
• Approximate controllability for a class of instantaneous and non-instantaneous impulsive semilinear systems
• Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models
• Approximate and optimal controllability of a second order non-autonomous stochastic differential equation with deviated arguments
• Approximate controllability of fractional stochastic differential equations driven by Rosenblatt process with non-instantaneous impulses
• Existence and stability results of stochastic differential equations with non-instantaneous impulse and Poisson jumps
• Stability analysis of Atangana–Baleanu fractional stochastic differential systems with impulses
• The averaging principle of Atangana-Baleanu fractional stochastic integro-differential systems with delay
• Optimal feedback control results for a second-order evolution system with finite delay
• Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential
• Asymptotic behaviors of solutions to Sobolev-type stochastic differential equations
• Optimal control of higher-order Hilfer fractional non-instantaneous impulsive stochastic integro-differential systems
• Optimal control of stochastic system with fractional Brownian motion
• Non‐instantaneous impulsive stochastic FitzHugh–Nagumo equation with fractional Brownian motion

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