• Journal of the Korean Mathematical Society
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• v.36 no.2
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• pp.317-332
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• 1999

In this paper we deal with the optimal control problem for the semilinear functional differential equations with unbounded delays. We will also establish the regularity for solutions of the given system. By using the penalty function method we derive the optimal conditions for optimality of an admissible state-control pairs.

• Communications of the Korean Mathematical Society
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• v.28 no.3
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• pp.559-569
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• 2013

The purpose of this paper is to establish existence, uniqueness and a variation of constant formula of solutions for semilinear partial functional differential equations with unbounded delays and nonlinear part involving integro differetial terms.

• Journal of the Chungcheong Mathematical Society
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• v.34 no.4
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• pp.355-368
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• 2021

In this paper, we investigate necessary and sufficient conditions for the approximate controllability for semilinear stochastic functional differential equations with delays in Hilbert spaces without the strict range condition on the controller even though the equations contain unbounded principal operators, delay terms and local Lipschitz continuity of the nonlinear term.

• Journal of the Korean Mathematical Society
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• v.50 no.3
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• pp.627-639
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• 2013

The goal of this paper is to obtain the regularity and the existence of solutions of a retarded semilinear differential equation with nonlocal condition by applying Schauder's fixed point theorem. We construct the fundamental solution, establish the H$\ddot{o}$lder continuity results concerning the fundamental solution of its corresponding retarded linear equation, and prove the uniqueness of solutions of the given equation.

• Bulletin of the Korean Mathematical Society
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• v.55 no.2
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• pp.479-497
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• 2018

This paper deals with an optimal control on semilinear stochastic functional differential equations with Poisson jumps in a Hilbert space. The existence of an optimal control is derived by the solution of proposed system which satisfies weakly sequentially compactness. Also the stochastic maximum principle for the optimal control is established by using spike variation technique of optimal control with a convex control domain in Hilbert space. Finally, an application of retarded type stochastic Burgers equation is given to illustrate the theory.

• Journal of applied mathematics & informatics
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• v.38 no.5_6
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• pp.469-481
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• 2020

In this paper, we consider a control system for semilinear differential equations in Hilbert spaces with Lipschitz continuous nonlinear term. Our method is to find the equivalence of approximate controllability for the given semilinear system and the linear system excluded the nonlinear term, which is based on results on regularity for the mild solution and estimates of the fundamental solution.

• Bulletin of the Korean Mathematical Society
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• v.44 no.4
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• pp.731-742
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• 2007

Let X be a Banach space, $A:D(A){\subset}X{\rightarrow}X$ the generator of a compact $C_0-semigroup\;S(t):X{\rightarrow}X,\;t{\geq}0$, D a locally closed subset in X, and $f:(a,b){\times}C([-q,0];X){\rightarrow}X$ a function of Caratheodory type. The main result of this paper is that a necessary and sufficient condition in order that D be a viable domain of the semi linear differential equation of retarded type $$u#(t)=Au(t)+f(t,u_t),\;t{\in}[t_0,\;t_0+T],{u_t}_0={\phi}{\in}C([-q,0];X)$$ is the tangency condition $$\limits_{h{\downarrow}0}^{lim\;inf\;h^{-1}d(S(h)v(0)+hf(t,v);D)=0}$$ for almost every $t{\in}(a,b)$ and every $v{\in}C([-q,0];X)\;with\;v(0){\in}D$.