Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in 0
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Publication:6144119
approximate controllabilityHurst parametermulti-delayoptimal controlPoisson jumpsstochastic fractional differential equation
Control problems for functional-differential equations (34K35) Functional-differential equations with fractional derivatives (34K37) Stochastic functional-differential equations (34K50) Existence theories for problems in abstract spaces (49J27) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Controllability (93B05)
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Cites work
- A class of fractional evolution equations and optimal controls
- A new approach on the approximate controllability of fractional differential evolution equations of order \(1<r<2\) in Hilbert spaces
- A new conversation on the existence of Hilfer fractional stochastic Volterra–Fredholm integro-differential inclusions via almost sectorial operators
- A note on the approximate controllability of Sobolev type fractional stochastic integro-differential delay inclusions with order \(1 < r < 2\)
- Approximate controllability of a class of fractional neutral stochastic integro-differential inclusions with infinite delay by using Mainardi's function
- Approximate controllability of fractional semilinear stochastic system of order \(\alpha \in (1,2]\)
- Approximate controllability of fractional stochastic differential equations driven by mixed fractional Brownian motion via resolvent operators
- Approximate controllability of impulsive neutral stochastic differential equations driven by Poisson jumps
- Approximate controllability of semilinear nonlocal fractional differential systems via an approximating method
- Approximate controllability of semilinear stochastic system with multiple delays in control
- Approximate controllability results for non-densely defined fractional neutral differential inclusions with Hille-Yosida operators
- Complete controllability of semilinear stochastic systems with delay in both state and control
- Controllability of neutral stochastic evolution equations driven by fBm with Hurst parameter less than 1/2
- Controllability of neutral stochastic evolution equations driven by fractional Brownian motion
- Controllability of nonlinear stochastic fractional neutral systems with multiple time varying delays in control
- Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point
- Finite-approximate controllability of semilinear fractional stochastic integro-differential equations
- Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control
- Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/2
- New discussion regarding approximate controllability for Sobolev-type fractional stochastic hemivariational inequalities of order \(r\in(1,2)\)
- On the approximate controllability results for fractional integrodifferential systems of order \(1 < r < 2\) with sectorial operators
- Optimal control of fractional neutral stochastic differential equations with deviated argument governed by Poisson jumps and infinite delay
- Optimal controls for fractional stochastic functional differential equations of order \(\alpha \in (1, 2]\)
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
- Stochastic fractional evolution equations with fractional Brownian motion and infinite delay
- The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion
- The existence and uniqueness of mild solutions for fractional differential equations with nonlocal conditions of order \(1<\alpha<2\)
- The solvability and optimal controls for impulsive fractional stochastic integro-differential equations via resolvent operators
- The solvability and optimal controls for some fractional impulsive equation
- The solvability and optimal controls for some fractional impulsive equations of order \(1 < \alpha < 2\)
Cited in
(3)- Influence of noninstantaneous impulsive on null controllability of Atangana-Baleanu fractional stochastic differential equations
- Existence and stability results for multi-term fractional delay differential equations equipped with nonlocal multi-point and multi-strip boundary conditions
- Strong convergence of Lévy-driven mixed stochastic integro-differential equations with application to the rough mixed volatility models
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