Kang, Y.H.; Jeong, J.-M. Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays. Mathematics2021, 9, 1956.
Kang, Y.H.; Jeong, J.-M. Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays. Mathematics 2021, 9, 1956.
Kang, Y.H.; Jeong, J.-M. Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays. Mathematics2021, 9, 1956.
Kang, Y.H.; Jeong, J.-M. Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays. Mathematics 2021, 9, 1956.
Abstract
The purpose of this paper is to find the time optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear terms even though the equations contain unbounded principal operators. Our research approach is construct a fundamental solution for corresponding linear systems and establish variations of constant formula of solutions for given stochastic equations. The existence result of time optimal controls for one point target set governed by the given semilinear stochastic equation is also established.
Keywords
stochastic differential equation; retarded control system; time optimal control; admissible set; analytic semigroup.
Subject
Computer Science and Mathematics, Algebra and Number Theory
Copyright:
This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
