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Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays

Author

Listed:
  • Yong Han Kang

    (Institute of Liberal Education, Catholic University of Daegu, Gyeongsan 38430, Korea)

  • Jin-Mun Jeong

    (Department of Applied Mathematics, Pukyong National University, Busan 48513, Korea)

Abstract

The purpose of this paper is to find the time-optimal control to a target set for semilinear stochastic functional differential equations involving time delays or memories under general conditions on a target set and nonlinear terms even though the equations contain unbounded principal operators. Our research approach is to construct a fundamental solution for corresponding linear systems and establish variations of a constant formula of solutions for given stochastic equations. The existence result of time-optimal controls for one point target set governed by the given semilinear stochastic equation is also established.

Suggested Citation

  • Yong Han Kang & Jin-Mun Jeong, 2021. "Time-Optimal Control for Semilinear Stochastic Functional Differential Equations with Delays," Mathematics, MDPI, vol. 9(16), pages 1-12, August.
    • Handle: RePEc:gam:jmathe:v:9:y:2021:i:16:p:1956-:d:615365
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    References listed on IDEAS

    as
    1. Jin-Mun Jeong & Sang-Jin Son, 2015. "Time Optimal Control of Semilinear Control Systems Involving Time Delays," Journal of Optimization Theory and Applications, Springer, vol. 165(3), pages 793-811, June.
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