Title: Optimal control of fractional stochastic systems with delay

Authors: T. Sathiyaraj

Addresses: Institute of Computer Science and Digital Innovation, UCSI University, Malaysia

Abstract: In this paper, the optimal control of time-delayed fractional stochastic dynamical systems with Poisson jumps (FSDSP) are investigated in the finite dimensional space. Firstly, by applying Kranoselskii's fixed point theorem, some suitable sufficient conditions are established to guarantee the existence of solutions for the considered system. Then, the general conditions are used to extend the existence of optimal control for the considered Lagrange Problem (P). Concrete example is provided.

Keywords: optimal control; FDEs; fractional differential equations; Mittag-Leffler (M-L) function; stochastic systems; time-delays; Poisson jumps.

DOI: 10.1504/IJDSDE.2021.120051

International Journal of Dynamical Systems and Differential Equations, 2021 Vol.11 No.5/6, pp.594 - 610

Accepted: 04 Oct 2020
Published online: 05 Jan 2022 *

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