The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators
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- The solvability and optimal controls for impulsive fractional stochastic integro-differential equations via resolvent operators
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Cited in
(25)- Optimal control of Clarke subdifferential type fractional differential inclusion with non-instantaneous impulses driven by Poisson jumps and its topological properties
- A class of Hilfer fractional stochastic differential equations and optimal controls
- Existence of optimal mild solutions and controllability of fractional impulsive stochastic partial integro-differential equations with infinite delay
- Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control
- The strong stabilization of the state fractional derivative for semi-linear systems
- Exponential stability of non-instantaneous impulsive second-order fractional neutral stochastic differential equations with state-dependent delay
- Optimality of fractional impulsive partial stochastic differential systems with analytic sectorial operators and controls
- Infinite-delayed stochastic impulsive differential systems with Poisson jumps
- Well posedness of second-order non-instantaneous impulsive fractional neutral stochastic differential equations
- Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
- Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm
- Exponential stability of impulsive fractional neutral stochastic differential equations
- Optimal control of fractional reaction-diffusion equations with Poisson jumps
- Optimal control problems for a semi‐linear integro‐differential evolution system with infinite delay
- Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes
- Optimal controls for Riemann-Liouville fractional evolution systems without Lipschitz assumption
- The solvability and optimal controls for impulsive fractional stochastic integro-differential equations via resolvent operators
- The Solvability and Fractional Optimal Control for Semilinear Stochastic Systems
- Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and Optimal control
- Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control
- Optimal control of stochastic differential equations with random impulses and the Hamilton-Jacobi-Bellman equation
- Optimal control on semilinear retarded stochastic functional differential equations driven by Poisson jumps in Hilbert space
- Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential
- Discrete subdiffusion equations with memory
- Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions
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