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.
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