The Solvability and Fractional Optimal Control for Semilinear Stochastic Systems

Optimal Feedback Control of Fractional Semilinear Integro-differential Equations in The Banach Spaces

Recently, there has been significant development in the existence of mild solutions for fractional semilinear integro-differential equations but optimal control is not provided. The aim of this paper is studying optimal feedback control for fractional semilinear integro-differential equations in an arbitrary Banach space associated with operators ...

The Solvability and Optimal Controls of Impulsive Fractional Semilinear Differential Equations

Abstract. In this paper, we deal with the impulsive control systems of fractional order and their optimal controls in Banach spaces. We firstly show the existence and uniqueness of mild solutions for a broad class of impulsive fractional infinite dimensional control systems under suitable assumptions. Then by using generally mild conditions of cost functionals, we extend the existence result of...

Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations

A linear quadratic optimal stochastic control problem with random coefficients and indefinite state/control weight costs is usually linked to an indefinite stochastic Riccati equation (SRE), which is a matrix-valued quadratic backward stochastic differential equation along with an algebraic constraint involving the unknown. Either the optimal control problem or the SRE is solvable only if the g...

VARIATIONAL DISCRETIZATION AND MIXED METHODS FOR SEMILINEAR PARABOLIC OPTIMAL CONTROL PROBLEMS WITH INTEGRAL CONSTRAINT

The aim of this work is to investigate the variational discretization and mixed finite element methods for optimal control problem governed by semi linear parabolic equations with integral constraint. The state and co-state are approximated by the lowest order Raviart-Thomas mixed finite element spaces and the control is not discreted. Optimal error estimates in L2 are established for the state...

Quantitative Determination Of Optimal Fiscal And Monetary Policies: A Stochastic Optimal Control Analysis For Iran