Affiliation:
1. Department of Mathematics, University of Delhi, Delhi 110007, India
Abstract
Abstract
This article investigates the existence of a solution for a class of fractional delayed stochastic differential equations with noninstantaneous impulses and fractional Brownian motion (fBm). Utilizing the theory of fractional calculus, stochastic integrals for fBm and fixed-point technique, we obtain the solvability result for the considered system. Next, we formulate a fractional stochastic optimal control problem for the infinite delayed impulsive system. Finally, the existence of an optimal state-control pair is established using the Balder Theorem. An example is also constructed that exhibits the efficiency of our results.
Publisher
Oxford University Press (OUP)
Subject
Applied Mathematics,Control and Optimization,Control and Systems Engineering
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