Optimal control of Hilfer fractional stochastic integrodifferential systems driven by Rosenblatt process and Poisson jumps

被引:5
|
作者
Ramkumar, K. [1 ]
Ravikumar, K. [2 ]
Elsayed, E. M. [3 ,4 ]
机构
[1] PSG Coll Arts & Sci, Dept Math CA, Coimbatore 641014, Tamil Nadu, India
[2] PSG Coll Arts & Sci, Dept Math, Coimbatore, Tamil Nadu, India
[3] King Abdulaziz Univ, Fac Sci, Dept Math, Jeddah, Saudi Arabia
[4] Mansoura Univ, Fac Sci, Dept Math, Mansoura, Egypt
关键词
Hilfer fractional derivative; stochastic integrodifferential systems; Rosenblatt process; Poisson jumps; successive approximation; optimal control; DIFFERENTIAL-EQUATIONS DRIVEN; BROWNIAN-MOTION; EXISTENCE; CONTROLLABILITY; INCLUSIONS;
D O I
10.1080/23307706.2022.2120554
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In this work, the optimal control for a class of Hilfer fractional stochastic integrodifferential systems driven by Rosenblatt process and Poisson jumps has been discussed in infinite dimensional space involving the Hilfer fractional derivative. First, we study the existence and uniqueness of mild solution results are proved by the virtue of fractional calculus, successive approximation method and stochastic analysis techniques. Second, the optimal control of the proposed problem is presented by using Balder's theorem. Finally, an example is demonstrated to illustrate the obtained theoretical results.
引用
收藏
页码:538 / 546
页数:9
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