Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps

Fully nonlocal stochastic control problems with fractional Brownian motions and Poisson jumps

In this paper, we establish a representation of mild solutions to fully nonlocal stochastic evolution problems. Through the iterative technique and energy estimates, we obtain the existence and uniqueness of mild solution. Furthermore, we prove the existence of optimal control for fully nonlocal sto...

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Bibliographic Details
Main Authors: Yongqiang Fu, Lixu Yan
Format: Article
Language:English
Published: AIMS Press 2021-03-01
Series:AIMS Mathematics
Subjects:
fully nonlocal
fractional brownian motion
poisson jump
mild solution
optimal control
Online Access:http://www.aimspress.com/article/doi/10.3934/math.2021307?viewType=HTML

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http://www.aimspress.com/article/doi/10.3934/math.2021307?viewType=HTML

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