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

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… Click to show full 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.

Keywords: time optimal; time; semilinear stochastic; stochastic functional; functional differential; optimal control

Journal Title: Mathematics
Year Published: 2021

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