A class of Hilfer fractional stochastic differential equations and optimal controls

被引：20

作者：

Lv, Jingyun ^{[1
,2
]}

Yang, Xiaoyuan ^{[1
,2
]}

机构：

[1] Beihang Univ, LMIB, Beijing, Peoples R China

[2] Beihang Univ, Sch Math & Syst Sci, Beijing, Peoples R China

来源：

ADVANCES IN DIFFERENCE EQUATIONS | 2019年 / 2019卷 / 1期

基金：

中国国家自然科学基金;

关键词：

Optimal control; Hilfer fractional derivative; Fractional stochastic differential equations; EVOLUTION-EQUATIONS; MILD SOLUTIONS; EXISTENCE; CONTROLLABILITY; DELAY;

D O I：

10.1186/s13662-019-1953-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we investigate a class of Hilfer fractional stochastic differential equations with nonlocal conditions. We first study the existence of mild solutions of these equations by means of stochastic analysis theory, fractional calculations, and operator semigroup theory. Further, the existence of optimal pairs for the corresponding Lagrange control systems is investigated. Finally, an example is presented to illustrate our obtained results.

引用

页数：17

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