Controllability and Optimal Control for a Class of Time-Delayed Fractional Stochastic Integro-Differential Systems

摘要

In this paper, we study the controllability and optimal control for a class of time-delayed fractional stochastic integro-differential system with Poisson jumps. A set of sufficient conditions is established for complete and approximate controllability by assuming non-Lipschitz conditions and pth mean square norm. We also give an existence of optimal control for Bolza problem. Our result is valid for fractional order alpha > p-1/p, p >= 2. Finally, an example is provided to illustrate the efficiency of the obtained theoretical results.