FINITE-APPROXIMATE CONTROLLABILITY OF NONLOCAL STOCHASTIC CONTROL SYSTEMS DRIVEN BY HYBRID NOISES

Qiaobin Fu; Yongqiang Fu

Qiaobin Fu Department of Engineering and Applied, Sciences Sophia University, Chiyuda-ku Tokyo, 102-8554, Japan
Yongqiang Fu School of Mathcmatics, Harbin Institute of Technology, Harbin 150001, P. R. China

Article ID: 2558

Keywords: nonlocal operator；mild solution； finite-approximate controllability；Brownian motion； Poisson jump

Abstract

In this paper, a class of nonlocal stochastic control systems with Brownian motions and Poisson jumps is under consideration. In the setting of suitable function spaces and under certain assumptions, the finite-approximate controllability is discussed by means of variational method. After providing some properties of the variational functional, we use Schauder Fixed Point Theorem to obtain the existence of mild solutions. Finally, the finite-approximate controllability of the systems is concluded.

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