OPTIMAL CONTROL ON SEMILINEAR RETARDED STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS DRIVEN BY POISSON JUMPS IN HILBERT SPACE

被引：1
|
作者：
Nagarajan, Durga [1 ]
Palanisamy, Muthukumar [1 ]
机构：
[1] Gandhigram Rural Inst Deemed Univ, Dept Math, Gandhigram 624302, Tamil Nadu, India
来源：
BULLETIN OF THE KOREAN MATHEMATICAL SOCIETY | 2018年 / 55卷 / 02期
关键词：
nonlinear optimal control; Poisson jump processes; retarded system; stochastic dynamic system; stochastic maximum principle; EVOLUTION EQUATIONS; SYSTEMS; EXISTENCE; PRINCIPLE; NOISE; DELAY;
D O I：
10.4134/BKMS.b170083
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
This paper deals with an optimal control on semilinear stochastic functional differential equations with Poisson jumps in a Hilbert space. The existence of an optimal control is derived by the solution of proposed system which satisfies weakly sequentially compactness. Also the stochastic maximum principle for the optimal control is established by using spike variation technique of optimal control with a convex control domain in Hilbert space. Finally, an application of retarded type stochastic Burgers equation is given to illustrate the theory.
引用
收藏
页码：479 / 497
页数：19
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