Optimal control problem for fractional stochastic delayed systems with noninstantaneous impulses

被引:7
|
作者
Kumar, Surendra [1 ]
Upadhyay, Anjali [1 ]
机构
[1] Univ Delhi, Dept Math, Delhi 110007, India
关键词
fractional Brownian motion; fractional stochastic differential equation; infinite delay; noninstantaneous impulses; mild solution; fixed point theory; FUNCTIONAL-DIFFERENTIAL EQUATIONS; NON-INSTANTANEOUS IMPULSES; EVOLUTION-EQUATIONS; EXISTENCE; DRIVEN;
D O I
10.1093/imamci/dnab014
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
This article investigates the existence of a solution for a class of fractional delayed stochastic differential equations with noninstantaneous impulses and fractional Brownian motion (fBm). Utilizing the theory of fractional calculus, stochastic integrals for fBm and fixed-point technique, we obtain the solvability result for the considered system. Next, we formulate a fractional stochastic optimal control problem for the infinite delayed impulsive system. Finally, the existence of an optimal state-control pair is established using the Balder Theorem. An example is also constructed that exhibits the efficiency of our results.
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页码:855 / 880
页数:26
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