Ravikumar, K and Ramkumar, K (2022) Optimal controls for neutral stochastic integrodifferential equations with infinite time delay and deviated argument driven by Rosenblatt Process. Optimal controls for neutral stochastic integrodifferential equations with infinite time delay and deviated argument driven by Rosenblatt Process.

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Abstract

In this article, the authors set up an optimal control for a class of neutral Stochastic
Integro-Differential Equations (SIDEs) with infinite delay and deviated arguments driven by
Rosenblatt process in Hilbert space. Sufficient conditions for the existence of mild solution are
formulated and proved by using fixed point theorem and stochastic analysis techniques. We have
used the axiomatic definition of phase space for infinite time delay process. We have extended the
problem in [5] to neutral SIDEs with infinite delay and have used modified techniques to make it
compatible with integro-differential system. In addition, the existence of optimal control of the
proposed problem is presented by using Balder’s theorem. Our result extends the work of [3, 5].
Finally, an example illustrates the potential of the main results

Item Type: Article
Uncontrolled Keywords: Optimal Controllability, Rossenblatt Process, Neutral functional Stochastic integrodifferential equations, Resolvent operato
Divisions: PSG College of Arts and Science > Department of Mathematics
Depositing User: Mr Team Mosys
Date Deposited: 05 May 2025 09:05
Last Modified: 05 May 2025 09:05
URI: https://ir.psgcas.ac.in/id/eprint/2409

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