The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators

DOI10.1007/S00245-016-9380-2zbMATH Open1397.34137OpenAlexW2530447860MaRDI QIDQ722069FDOQ722069

Authors: P. Tamilalagan, P. Balasubramaniam 

Publication date: 20 July 2018

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00245-016-9380-2

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zbMATH Keywords

fractional calculusPoisson jumpssolvabilitycontraction mapping principleoptimal controls

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Fixed-point theorems (47H10) Optimality conditions for problems in abstract spaces (49K27) Functional-differential equations in abstract spaces (34K30) Functional-differential equations with fractional derivatives (34K37)

Cites Work

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Cited In (21)

• Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and Optimal control
• The Strong Stabilization of the State Fractional Derivative for Semi-Linear Systems
• Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions
• Well posedness of second-order non-instantaneous impulsive fractional neutral stochastic differential equations
• Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes
• The Solvability and Fractional Optimal Control for Semilinear Stochastic Systems
• Exponential stability of non-instantaneous impulsive second-order fractional neutral stochastic differential equations with state-dependent delay
• Existence of Optimal Mild Solutions and Controllability of Fractional Impulsive Stochastic Partial Integro‐Differential Equations with Infinite Delay
• Optimality of fractional impulsive partial stochastic differential systems with analytic sectorial operators and controls
• Optimal control problems for a semi‐linear integro‐differential evolution system with infinite delay
• A class of Hilfer fractional stochastic differential equations and optimal controls
• Optimal control of stochastic differential equations with random impulses and the Hamilton-Jacobi-Bellman equation
• Optimal control of Clarke subdifferential type fractional differential inclusion with non-instantaneous impulses driven by Poisson jumps and its topological properties
• Optimal controls for Riemann-Liouville fractional evolution systems without Lipschitz assumption
• Title not available (Why is that?)
• Exponential stability of impulsive fractional neutral stochastic differential equations
• Optimal control of fractional reaction-diffusion equations with Poisson jumps
• Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control
• Discrete subdiffusion equations with memory
• Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm
• Optimal control of non-instantaneous impulsive second-order stochastic McKean-Vlasov evolution system with Clarke subdifferential

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