Applied Mathematics and Optimization, Vol.77, No.3, 443-462, 2018
The Solvability and Optimal Controls for Fractional Stochastic Differential Equations Driven by Poisson Jumps Via Resolvent Operators
In this manuscript, we investigate the solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps in Hilbert space by using analytic resolvent operators. Sufficient conditions are derived to prove that the system has a unique mild solution by using the classical Banach contraction mapping principle. Then, the existence of optimal control for the corresponding Lagrange optimal control problem is investigated. Finally, the derived theoretical result is validated by an illustrative example.
Keywords:Contraction mapping principle;Fractional calculus;Optimal controls;Poisson jumps;Solvability