Stochastic near-optimal control for a system with Markovian switching and Lévy noise

被引：0

作者：

Kuang, Daipeng ^{[1
]}

Li, Jianli ^{[1
]}

Gao, Dongdong ^{[2
]}

Luo, Danfeng ^{[3
]}

机构：

[1] Hunan Normal Univ, Coll Math & Stat, Changsha 410081, Hunan, Peoples R China

[2] Tongling Univ, Dept Math & Comp Sci, Tongling 244000, Anhui, Peoples R China

[3] Guizhou Univ, Dept Math, Guiyang 550025, Guizhou, Peoples R China

来源：

CHAOS SOLITONS & FRACTALS | 2024年 / 178卷

基金：

中国国家自然科学基金;

关键词：

Stochastic near optimal control; Hamiltonian function; Adjoint equation; Ekeland's variational principle; SUFFICIENT CONDITIONS; MAXIMUM PRINCIPLE; MODEL; STABILITY;

D O I：

10.1016/j.chaos.2023.114360

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

The near-optimal control conditions of a stochastic system are the main subject of this research work, which will extend some previous results. At first, the stochastic system and its adjoint equations are estimated based on certain mild assumptions on a convex control set. Additionally, utilizing various analysis techniques and Ekeland's variational principle, sufficient and necessary near-optimality conditions are obtained, independent of the second-order adjoint equation. Ultimately, an example of a biological, mathematical model is used to demonstrate the correctness of the theoretical analysis.

引用

页数：8

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