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Solvability and Optimal Controls of Impulsive Stochastic Evolution Equations in Hilbert Spaces

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arxiv 2407.13496 v3 pith:ZHRDEMB7 submitted 2024-07-18 math.OC

classification math.OC
keywords controlimpulsiveoptimalstochasticequationsexistencehilbertsolutions
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This paper investigates the solvability and optimal control of a class of impulsive stochastic differential equations (SDEs) within a Hilbert space setting. First, we establish the existence and uniqueness of mild solutions for the proposed impulsive stochastic system, 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 demonstrate the practical applicability of our theoretical findings, we provide a detailed example showcasing the utility of the results in real-world scenarios.

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  1. The existence and controllability of nonautonomous system influenced by impulses on both state and control

    math.OC 2024-12 reject novelty 5.0 of 10

    A fixed point and adjoint resolvent argument is used to claim existence and approximate controllability for nonautonomous impulsive integro-differential systems, with an illustrative heat equation example.

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