Preprint Article Version 1 Preserved in Portico This version is not peer-reviewed

Time Optimal Control for Semilinear Stochastic Functional Differential Equations With Delays

Version 1 : Received: 15 July 2021 / Approved: 16 July 2021 / Online: 16 July 2021 (14:12:01 CEST)

A peer-reviewed article of this Preprint also exists.

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. Mathematics 2021, 9, 1956.

Journal reference: Mathematics 2021, 9, 1956
DOI: 10.3390/math9161956

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

MATHEMATICS & COMPUTER SCIENCE, Algebra & Number Theory

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