The Solvability and Fractional Optimal Control for Semilinear Stochastic Systems

Surendra Kumar

doi:10.4067/S0719-06462017000300001

The Solvability and Fractional Optimal Control for Semilinear Stochastic Systems

Authors

Surendra Kumar Department of Mathematics, University of Delhi, Delhi-110007, India.

DOI:

https://doi.org/10.4067/S0719-06462017000300001

Keywords:

Fractional calculus, Semilinear stochastic system, Mild solution, Optimal control, Fixed point theory

Abstract

This paper deals with fractional optimal control for a class of semilinear stochastic equation in Hilbert space setting. To ensure the existence and uniqueness of mild solution, a set of sufficient conditions is constructed. The existence of fractional optimal control for semilinear stochastic system is also discussed. Finally, an example is included to show the applications of the developed theory.