Optimality of Non-instantaneous Impulsive Fractional Stochastic Differential Inclusion with fBm

被引：11

作者：

Balasubramaniam, P. ^{[1
]}

Sathiyaraj, T. ^{[2
]}

Ratnavelu, K. ^{[3
,4
]}

机构：

[1] Gandhigram Rural Inst Deemed Univ, Dept Math, Gandhigram 624302, Tamil Nadu, India

[2] UCSI Univ, Inst Actuarial Sci & Data Analyt, Kuala Lumpur 56000, Malaysia

[3] UCSI Univ, Inst Comp Sci & Digital Innovat, Kuala Lumpur 56000, Malaysia

[4] Univ Malaya, Fac Sci, Inst Math Sci, Kuala Lumpur 50603, Malaysia

来源：

BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY | 2022年 / 45卷 / 05期

关键词：

Mild solution; Semigroup theory; Fractional calculus; Stochastic differential inclusion; Optimal control; INTEGRODIFFERENTIAL INCLUSIONS; NULL CONTROLLABILITY; EQUATIONS; SOLVABILITY; EXISTENCE; SYSTEM;

D O I：

10.1007/s40840-022-01351-8

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This manuscript is concerned with the solvability and optimal control of fractional stochastic systems driven by Wiener process and fractional Brownian motion (fBm) with non-instantaneous impulsive. By utilizing the concepts of fractional calculus, infinite-dimensional stochastic properties and semigroup theory on fractional inclusion, the required conditions for existence of mild solution and optimal control are established. Existence of mild solution for the considered system is verified by using fixed point technique and suitable hypotheses on nonlinear teams. Further, an example is provided to express the validity of theoretical result.

引用

页码：2787 / 2819

页数：33

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