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ArticleOriginal scientific text

Title

Optimal control of impulsive stochastic evolution inclusions

Authors 1

Affiliations

  1. SITE and Department of Mathematics, University of Ottawa, Ottawa, Ontario, Canada

Abstract

In this paper, we consider a class of infinite dimensional stochastic impulsive evolution inclusions driven by vector measures. We use stochastic vector measures as controls adapted to an increasing family of complete sigma algebras and prove the existence of optimal controls.

Keywords

ENG
impulsive perturbations, C₀-semigroups, stochastic systems, differential inclusions, vector measures, optimal controls

Bibliography

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Discussiones Mathematicae, Differential Inclusions, Control and Optimization
2002/22/2
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Pages:
155-184
Main language of publication
English
Received
2002-10-03
Published
2002

DOI: 10.7151/dmgt.1036

Exact and natural sciences