Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
Summary The objective of this paper is to investigate the existence of mild solutions and optimal controls for a class of fractional neutral stochastic differential equations with Poisson jumps in Hilbert spaces. First, we establish a new set of sufficient conditions for the existence of mild soluti...
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| Veröffentlicht in: | Optimal control applications & methods 2016-07, Vol.37 (4), p.627-640 |
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| container_title | Optimal control applications & methods |
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| creator | Rajivganthi, C. Muthukumar, P. Ganesh Priya, B. |
| description | Summary
The objective of this paper is to investigate the existence of mild solutions and optimal controls for a class of fractional neutral stochastic differential equations with Poisson jumps in Hilbert spaces. First, we establish a new set of sufficient conditions for the existence of mild solutions of the aforementioned fractional systems by using the successive approximation approach. The results are formulated and proved by using the fractional calculus, solution operator, and stochastic analysis techniques. The existence of optimal control pairs of system governed by fractional neutral stochastic differential equations with Poisson jumps is also presented. An example is given to illustrate the theory. Copyright © 2015 John Wiley & Sons, Ltd. |
| doi_str_mv | 10.1002/oca.2184 |
| format | Article |
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The objective of this paper is to investigate the existence of mild solutions and optimal controls for a class of fractional neutral stochastic differential equations with Poisson jumps in Hilbert spaces. First, we establish a new set of sufficient conditions for the existence of mild solutions of the aforementioned fractional systems by using the successive approximation approach. The results are formulated and proved by using the fractional calculus, solution operator, and stochastic analysis techniques. The existence of optimal control pairs of system governed by fractional neutral stochastic differential equations with Poisson jumps is also presented. An example is given to illustrate the theory. Copyright © 2015 John Wiley & Sons, Ltd.</description><identifier>ISSN: 0143-2087</identifier><identifier>EISSN: 1099-1514</identifier><identifier>DOI: 10.1002/oca.2184</identifier><identifier>CODEN: OCAMD5</identifier><language>eng</language><publisher>Glasgow: Blackwell Publishing Ltd</publisher><subject>Approximation ; Calculus ; Differential equations ; fractional stochastic differential equations ; Hilbert space ; Mathematical analysis ; Operators ; Optimal control ; Poisson jumps ; Stochasticity</subject><ispartof>Optimal control applications & methods, 2016-07, Vol.37 (4), p.627-640</ispartof><rights>Copyright © 2015 John Wiley & Sons, Ltd.</rights><rights>Copyright © 2016 John Wiley & Sons, Ltd.</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c3644-ece73089326e0b2b91529abbb54561fce4ad761d57c93cabf7115fa0b6a44acd3</citedby><cites>FETCH-LOGICAL-c3644-ece73089326e0b2b91529abbb54561fce4ad761d57c93cabf7115fa0b6a44acd3</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktopdf>$$Uhttps://onlinelibrary.wiley.com/doi/pdf/10.1002%2Foca.2184$$EPDF$$P50$$Gwiley$$H</linktopdf><linktohtml>$$Uhttps://onlinelibrary.wiley.com/doi/full/10.1002%2Foca.2184$$EHTML$$P50$$Gwiley$$H</linktohtml><link.rule.ids>314,776,780,1411,27901,27902,45550,45551</link.rule.ids></links><search><creatorcontrib>Rajivganthi, C.</creatorcontrib><creatorcontrib>Muthukumar, P.</creatorcontrib><creatorcontrib>Ganesh Priya, B.</creatorcontrib><title>Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps</title><title>Optimal control applications & methods</title><addtitle>Optim. Control Appl. Meth</addtitle><description>Summary
The objective of this paper is to investigate the existence of mild solutions and optimal controls for a class of fractional neutral stochastic differential equations with Poisson jumps in Hilbert spaces. First, we establish a new set of sufficient conditions for the existence of mild solutions of the aforementioned fractional systems by using the successive approximation approach. The results are formulated and proved by using the fractional calculus, solution operator, and stochastic analysis techniques. The existence of optimal control pairs of system governed by fractional neutral stochastic differential equations with Poisson jumps is also presented. An example is given to illustrate the theory. Copyright © 2015 John Wiley & Sons, Ltd.</description><subject>Approximation</subject><subject>Calculus</subject><subject>Differential equations</subject><subject>fractional stochastic differential equations</subject><subject>Hilbert space</subject><subject>Mathematical analysis</subject><subject>Operators</subject><subject>Optimal control</subject><subject>Poisson jumps</subject><subject>Stochasticity</subject><issn>0143-2087</issn><issn>1099-1514</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2016</creationdate><recordtype>article</recordtype><recordid>eNp1kV9r1EAUxQdRcK2CHyHgiy-pczP_No9l0VUsVmzFx2EyuaGzZjPp3Em7_fbOWlEUfDrcw48D5x7GXgI_Bc6bN9G70wbW8hFbAW_bGhTIx2zFQYq64WvzlD0j2nHODYhmxQ6Xi_dIFG6xcvOc4iHsXQ5xqtzUV3HO5RwrH6ec4khV8Yfk_BEo9oRLTkUpR3_tKAdf9WEYMOGUQ_HxZvmZRdVdyNfV5xiISsJu2c_0nD0Z3Ej44peesK_v3l5t3tfnF9sPm7Pz2gstZY0ejeDrVjQaedd0LaimdV3XKak0DB6l642GXhnfCu-6wQCowfFOOymd78UJe_2QW7rdLEjZ7gN5HEc3YVzIwrpRSrVai4K--gfdxSWVokeKg2lBGPEn0KdIlHCwcypPSvcWuD1OYMsE9jhBQesH9C6MeP9fzl5szv7mA2U8_OZd-m61EUbZb5-2VvPtpfzy8cpuxA82sJmT</recordid><startdate>201607</startdate><enddate>201607</enddate><creator>Rajivganthi, C.</creator><creator>Muthukumar, P.</creator><creator>Ganesh Priya, B.</creator><general>Blackwell Publishing Ltd</general><general>Wiley Subscription Services, Inc</general><scope>BSCLL</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7SP</scope><scope>8FD</scope><scope>JQ2</scope><scope>L7M</scope></search><sort><creationdate>201607</creationdate><title>Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps</title><author>Rajivganthi, C. ; Muthukumar, P. ; Ganesh Priya, B.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c3644-ece73089326e0b2b91529abbb54561fce4ad761d57c93cabf7115fa0b6a44acd3</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2016</creationdate><topic>Approximation</topic><topic>Calculus</topic><topic>Differential equations</topic><topic>fractional stochastic differential equations</topic><topic>Hilbert space</topic><topic>Mathematical analysis</topic><topic>Operators</topic><topic>Optimal control</topic><topic>Poisson jumps</topic><topic>Stochasticity</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Rajivganthi, C.</creatorcontrib><creatorcontrib>Muthukumar, P.</creatorcontrib><creatorcontrib>Ganesh Priya, B.</creatorcontrib><collection>Istex</collection><collection>CrossRef</collection><collection>Electronics & Communications Abstracts</collection><collection>Technology Research Database</collection><collection>ProQuest Computer Science Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><jtitle>Optimal control applications & methods</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Rajivganthi, C.</au><au>Muthukumar, P.</au><au>Ganesh Priya, B.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps</atitle><jtitle>Optimal control applications & methods</jtitle><addtitle>Optim. Control Appl. Meth</addtitle><date>2016-07</date><risdate>2016</risdate><volume>37</volume><issue>4</issue><spage>627</spage><epage>640</epage><pages>627-640</pages><issn>0143-2087</issn><eissn>1099-1514</eissn><coden>OCAMD5</coden><abstract>Summary
The objective of this paper is to investigate the existence of mild solutions and optimal controls for a class of fractional neutral stochastic differential equations with Poisson jumps in Hilbert spaces. First, we establish a new set of sufficient conditions for the existence of mild solutions of the aforementioned fractional systems by using the successive approximation approach. The results are formulated and proved by using the fractional calculus, solution operator, and stochastic analysis techniques. The existence of optimal control pairs of system governed by fractional neutral stochastic differential equations with Poisson jumps is also presented. An example is given to illustrate the theory. Copyright © 2015 John Wiley & Sons, Ltd.</abstract><cop>Glasgow</cop><pub>Blackwell Publishing Ltd</pub><doi>10.1002/oca.2184</doi><tpages>14</tpages></addata></record> |
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| source | Wiley Journals |
| subjects | Approximation Calculus Differential equations fractional stochastic differential equations Hilbert space Mathematical analysis Operators Optimal control Poisson jumps Stochasticity |
| title | Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps |
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