Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm

Balasubramaniam, Pagavathigounder and Sathiyaraj, T. and Ratnavelu, Kurunathan (2022) Optimality of non-instantaneous impulsive fractional stochastic differential inclusion with fBm. Bulletin of the Malaysian Mathematical Sciences Society, 45 (5). pp. 2787-2819. ISSN 0126-6705, DOI https://doi.org/10.1007/s40840-022-01351-8.

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Abstract

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.

Item Type: Article
Funders: UNSPECIFIED
Uncontrolled Keywords: Mild solution; Semigroup theory; Fractional calculus; Stochastic differential inclusion; Optimal control
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science
Depositing User: Ms. Juhaida Abd Rahim
Date Deposited: 14 Sep 2023 07:18
Last Modified: 14 Sep 2023 07:18
URI: http://eprints.um.edu.my/id/eprint/41226

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