Optimal output feedback control law for partially observed stochastic evolution equations on UMD-Banach spaces
zbMATH Open1457.93081MaRDI QIDQ5855982FDOQ5855982
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Publication date: 23 March 2021
Full work available at URL: http://www.yokohamapublishers.jp//online-p/Pafa/vol5/pafav5n2p259.pdf
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existence of solutionsstochastic evolution equationsUMD spacesnecessary conditions of optimalityoptimal operator valued function as controls
Nonlinear differential equations in abstract spaces (34G20) Optimality conditions for problems involving randomness (49K45) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) Existence theories for problems in abstract spaces (49J27)
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- Partially observed stochastic evolution equations on Banach spaces and their optimal Lipschitz feedback control law
- Output feedback min-max control problem for a class of uncertain linear stochastic systems on UMD Banach space
- Title not available (Why is that?)
- Optimal feedback control law for some stochastic integrodifferential equations on Hilbert spaces
- Partially observed nonlinear evolution equations on Banach spaces and their optimal feedback control laws determined by measures
- Necessary conditions of optimality for output feedback control law for a class of uncertain infinite dimensional stochastic systems
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