Work

Optimal Control Problem for a Class of Non-autonomous Stochastic Integro-differential Equations

Year: 2025

Type: article

Abstract: In order to study the optimal control problem of a class of non-autonomous stochastic integro-differential equation in Hilbert space, the existence theorem of mild solution of the problem is established by using stochastic analysis, theories of operator semigroups and Sadovskii fixed point theorem. On this basis, the existence of the optimal state-control pair is discussed by constructing minimization sequences twice.

Source: DOAJ (DOAJ: Directory of Open Access Journals)

DOI: 10.15938/j.jhust.2025.02.016

Authors: LIU Mengjie, FAN Hongxia

Institution: Lanzhou Jiaotong University

Language: English

Topic: Nonlinear Differential Equations Analysis

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W6962105315

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