NIGERIAN JOURNAL OF SCIENCE AND ENVIRONMENT
Journal of the Faculties of Science and Agriculture, Delta State University, Abraka, Nigeria
ISSN: 1119-9008
DOI: 10.5987/UJ-NJSE
Email: njse@universityjournals.org
NOISE DRIVEN OSCILLATION OF SOLUTIONS OF STOCHASTIC OPTIMAL PROBLEMS WITH A CONTROLLED TIME DELAY TARGET
DOI: 10.5987/UJ-NJSE.17.123.1 | Article Number: 9A5DD220 | Vol.11 (1) - September 2012
Author: Atonuje A. O.
Keywords: Noise perturbation, stochastic delay optimal control system, oscillation, classical delay differential system, time lag
The paper studies how an Ito-type noise perturbation influences the creation, existence and destruction of oscillation in solutions of a stochastic optimal time lag control system with a delayed target. We establish that if the noise is absent under certain conditions, the system can admit a nonoscillatory solution. This cannot happen in the presence of noise irrespective of the magnitude of the time lags. We contrast the oscillatory behaviour of the system with that of a comparable classical delay differential system to justify the effectiveness of our results
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