A class of Hilfer fractional stochastic differential equations and optimal controls

被引：0

作者：

Jingyun Lv

Xiaoyuan Yang

机构：

[1] Beihang University,LMIB and School of Mathematics and Systems Science

来源：

Advances in Difference Equations | / 2019卷

关键词：

Optimal control; Hilfer fractional derivative; Fractional stochastic differential equations; 26A33; 60H10; 34A08; 93E20;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we investigate a class of Hilfer fractional stochastic differential equations with nonlocal conditions. We first study the existence of mild solutions of these equations by means of stochastic analysis theory, fractional calculations, and operator semigroup theory. Further, the existence of optimal pairs for the corresponding Lagrange control systems is investigated. Finally, an example is presented to illustrate our obtained results.

引用

共 50 条

[1] A class of Hilfer fractional stochastic differential equations and optimal controls
Lv, Jingyun
Yang, Xiaoyuan
[J]. ADVANCES IN DIFFERENCE EQUATIONS, 2019, 2019 (1)
[2] Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control
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[J]. DISCRETE DYNAMICS IN NATURE AND SOCIETY, 2017, 2017
[3] Existence and Optimal Controls for Hilfer Fractional Sobolev-Type Stochastic Evolution Equations
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[7] Hilfer fractional stochastic integro-differential equations
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[8] Hilfer fractional neutral stochastic integro-differential evolution hemivariational inequalities and optimal controls
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[9] APPROXIMATE CONTROLLABILITY OF HILFER FRACTIONAL NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS
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[J]. DYNAMIC SYSTEMS AND APPLICATIONS, 2018, 27 (04): : 691 - 713
[10] NULL CONTROLLABILITY OF NONLOCAL HILFER FRACTIONAL STOCHASTIC DIFFERENTIAL EQUATIONS
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[J]. MISKOLC MATHEMATICAL NOTES, 2017, 18 (02) : 1073 - 1083

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