Stochastic Integrodifferential Equations with Deviating Argument Driven by Poisson Jumps: Optimal Controls
摘要
The goal of this work is to investigate the optimal control for neutral stochastic integrodifferential equations with deviating arguments caused by Poisson jumps in Hilbert space. The fixed-point theorem and stochastic analysis methods define and provide the prerequisites for mild solution outcomes. Additionally, Balder’s theorem is used to demonstrate the possibility of optimal control over the proposed issue. Finally, the stochastic partial integrodifferential equations are applied to the theoretical findings.