Work

Solvability and Optimal Controls of Impulsive Stochastic Systems in Hilbert Spaces

Year: 2025

Type: article

Abstract: ABSTRACT This article investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space. Primarily, we justify the existence and uniqueness of mild solutions (MSs) for the proposed impulsive SDE, leveraging fixed‐point theorems and appropriate analytical techniques. Next, we identify and derive the necessary conditions for the existence of optimal control pairs, ensuring the feasibility and effectiveness of the control solutions. Finally, to validate and depict the practical applicability of our theoretical findings, we supply a detailed example showcasing the utility of the results in real‐world scenarios.

Source: Optimal Control Applications and Methods

DOI: 10.1002/oca.3300

Authors: Javad A. Asadzade, Nazim I. Mahmudov

Institutions: Eastern Mediterranean University, Azerbaijan State University of Economics

Language: English

Topic: Nonlinear Differential Equations Analysis

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W4409452312

FWCI: 5.629

Cites: 29

Cited by: 3

Related to: 10