Partially observed stochastic evolution equations on Banach spaces and their optimal Lipschitz feedback control law

DOI10.1137/19M1243282MaRDI QIDQ5233757zbMATH OpenOpenAlexWikidataFDO

Authors

Publication date 6 September 2019

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/19m1243282

zbMATH Keywords

Banach spaceexistence of solutionsoptimal Lipschitz feedback controlsspace of Lipschitz maps with a Hausdorff topologystochastic evolution equations

Mathematics Subject Classification ID

Nonlinear differential equations in abstract spaces (34G20) Existence theories for problems in abstract spaces (49J27) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Existence of optimal solutions to problems involving randomness (49J55) Optimal feedback synthesis (49N35) Control/observation systems governed by partial differential equations (93C20)

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Cites work

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Cited in

(12)

• Optimal control problems for a neutral integro-differential system with infinite delay
• Optimal feedback control law for some stochastic integrodifferential equations on Hilbert spaces
• Some recent developments in systems and control theory on infinite dimensional Banach space. II
• scientific article; zbMATH DE number 7635258 (Why is no real title available?)
• Partially observed nonlinear evolution equations on Banach spaces and their optimal feedback control laws determined by measures
• Optimal output feedback control law for partially observed stochastic evolution equations on UMD-Banach spaces
• Optimal feedback control results for a second-order evolution system with finite delay
• Optimal feedback control problems for a semi-linear neutral retarded integro-differential system
• Asymptotic behavior of a stochastic differential system with infinite delay and -stable process
• Optimal control of stochastic partial differential equations with partial observations: stochastic maximum principles and numerical approximation
• Numerical approximations for partially observed optimal control of stochastic partial differential equations
• A brief review of optimal control theory for systems governed by evolution equations on Banach spaces

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