Stability and Optimal Control of Stochastic Functional-Differential Equations With Memory

DOI10.1080/01630569208816476MaRDI QIDQ4029141zbMATH OpenOpenAlexFDO

Authors T. E. Govindan, C. M. Joshi

Publication date 7 March 1993

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01630569208816476

zbMATH Keywords

bounded stochastic integral contractoroptimal stochastic controlstochastic functional-differential equations with memory

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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Cites work

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• Necessary conditions for optimality for a diffusion with a non-smooth drift
• On the existence of optimal controls
• Optimal control of stochastic dynamical systems
• Stability of semilinear stochastic evolution equations
• Stochastic global stability of a random feed-back system
• The existence and uniqueness of solutions to stochastic differnetial–difference equations
• Theory of functional differential equations. 2nd ed

Cited in

(13)

• An efficient approach based on radial basis functions for solving stochastic fractional differential equations
• Stochastic control of memory mean-field processes
• Exact controllability of multi-term time-fractional differential system with sequencing techniques
• Numerical solution of stochastic fractional differential equations
• Stochastic functional differential equations modelling materials with selective recall
• Exponential stability in mean–square of parabolic quasilinear stochastic delay evolution equations
• Optimal control of semilinear stochastic evolution equations
• Holder Type Conditions for Stability of Stochastic Functional Differential Equations
• Efficient Galerkin solution of stochastic fractional differential equations using second kind Chebyshev wavelets
• EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS
• Approximate controllability of semilinear systems using integral contractors
• Optimal control of stochastic functional differential equations with a bounded memory
• On the existence of the optimal control for stochastic functional differential equations subject to external disturbances

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