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Optimal relaxed control of stochastic hereditary evolution equations with Lévy noise
2019
E S A I M: Control, Optimisation and Calculus of Variations
Existence theory of optimal relaxed control problem for a class of stochastic hereditary evolution equations driven by Lévy noise has been studied. We formulate the problem in the martingale sense of Stroock and Varadhan to establish existence of optimal controls. The construction of the solution is based on the classical Faedo–Galerkin approximation, the compactness method and the Jakubowski version of the Skorokhod theorem for nonmetric spaces, and certain compactness properties of the class
doi:10.1051/cocv/2018066
fatcat:yqm6yxomffa7taupwvqn6hh4zy