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Stepanov-like pseudo almost periodicity in distribution and optimal control to impulsive partial stochastic differential equations
Stochastics ( IF 0.8 ) Pub Date : 2020-02-24 , DOI: 10.1080/17442508.2020.1732380
Zuomao Yan 1 , Fangxia Lu 1
Affiliation  

ABSTRACT

This paper concerns the Stepanov-like pseudo almost periodicity in distribution for a stochastic process and optimal control. Using the analytic semigroup theory, fractional power operators, stochastic analysis theory and fixed point strategy, we obtain the existence of Stepanov-like pseudo almost periodic in distribution mild solutions for impulsive partial stochastic functional differential equations under non-Lipschitz conditions. The existence of optimal pairs of system governed by impulsive partial stochastic control systems is also presented. Finally, an example is given for demonstration.



中文翻译:

类Stepanov型伪几乎周期分布和脉冲偏随机微分方程的最优控制

抽象的

本文涉及随机过程中的Stepanov型伪几乎周期性分布和最优控制。使用解析半群理论,分数次幂算子,随机分析理论和不动点策略,我们获得了非Lipschitz条件下脉冲局部随机泛函微分方程在分配温和解中存在Stepanov型伪几乎周期性的情况。还提出了由脉冲部分随机控制系统控制的最优系统对的存在。最后,给出一个示例进行演示。

更新日期:2020-02-24
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