Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm
This manuscript is concerned with the solvability and optimal control of fractional stochastic systems driven by Wiener process and fractional Brownian motion (fBm) with non-instantaneous impulsive. By utilizing the concepts of fractional calculus, infinite-dimensional stochastic properties and semi...
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| Main Authors: | , , |
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| Format: | Article |
| Published: |
Springer Verlag
2022
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/41226/ |
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| Institution: | Universiti Malaya |
| Summary: | This manuscript is concerned with the solvability and optimal control of fractional stochastic systems driven by Wiener process and fractional Brownian motion (fBm) with non-instantaneous impulsive. By utilizing the concepts of fractional calculus, infinite-dimensional stochastic properties and semigroup theory on fractional inclusion, the required conditions for existence of mild solution and optimal control are established. Existence of mild solution for the considered system is verified by using fixed point technique and suitable hypotheses on nonlinear teams. Further, an example is provided to express the validity of theoretical result. |
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