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.
@article{bwmeta1.element.bwnjournal-article-doi-10_7151_dmdico_1036,
author = {N.U. Ahmed},
title = {Optimal control of impulsive stochastic evolution inclusions},
journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},
volume = {22},
year = {2002},
pages = {155-184},
zbl = {1044.49016},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmdico_1036}
}
N.U. Ahmed. Optimal control of impulsive stochastic evolution inclusions. Discussiones Mathematicae, Differential Inclusions, Control and Optimization, Tome 22 (2002) pp. 155-184. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_7151_dmdico_1036/
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