Optimal control of conformable fractional neutral stochastic integrodifferential systems with infinite delay

Résumé fourni par la source

The main concern of the manuscript deals with the optimal control problem of conformable fractional neutral stochastic integrodifferential systems (CFNSIDEs) with infinite delay. Initially, we investigate the existence of mild solutions for the CFNSIDEs using stochastic analysis techniques and Banach fixed point theorem. In the later part, we establish the existence of mild solutions of the CFNSIDEs with infinite delay. Furthermore, the existence of optimal control of the corresponding Lagrange optimal control problem is investigated. An example is provided to illustrate the applications of obtained results. Numerical simulation for the optimization of the control for studied problem justifies the analytical results.

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