Optimal output feedback control law for partially observed stochastic evolution equations on UMD-Banach spaces

MaRDI QIDQ5855982zbMATH OpenFDO

Authors

Publication date 23 March 2021

Full work available at URL http://www.yokohamapublishers.jp//online-p/Pafa/vol5/pafav5n2p259.pdf

zbMATH Keywords

existence of solutionsnecessary conditions of optimalityoptimal operator valued function as controlsstochastic evolution equationsUMD spaces

Mathematics Subject Classification ID

Nonlinear differential equations in abstract spaces (34G20) Existence theories for problems in abstract spaces (49J27) Optimality conditions for problems involving randomness (49K45) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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(6)

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• Necessary conditions of optimality for output feedback control law for a class of uncertain infinite dimensional stochastic systems
• Partially observed nonlinear evolution equations on Banach spaces and their optimal feedback control laws determined by measures
• Output feedback min-max control problem for a class of uncertain linear stochastic systems on UMD Banach space
• Partially observed stochastic evolution equations on Banach spaces and their optimal Lipschitz feedback control law
• scientific article; zbMATH DE number 7668296 (Why is no real title available?)

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