Optimal feedback control law for some stochastic integrodifferential equations on Hilbert spaces

In this work, we consider a class of partially observed stochastic integrodifferential equations on Hilbert spaces subject to measurement uncertainty. We prove the existence of optimal feedback control law from a class of operator valued functions furnished with the product topology. This work is an...

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Bibliographic Details
Published inEuropean journal of control Vol. 37; pp. 54 - 62
Main Authors Dieye, Moustapha, Abdoul Diop, Mamadou, Ezzinbi, Khalil
Format Journal Article
LanguageEnglish
Published Philadelphia Elsevier Ltd 01.09.2017
Elsevier Limited
Subjects
Banach spaces
Compact operators
Control systems
Control theory
Differential equations
Engineering
Feedback control
Hilbert space
Hilbert spaces
Integral equations
Integrodifferential equations
Mathematical analysis
Mathematical functions
Operators (mathematics)
Partial differential equations
Quantum theory
Random variables
Resolvent operators
Stochastic control theory
Tychonoff theorem
Uncertainty
99-00
Integrodifferential equations
00-01
Compact operators
Hilbert spaces
Resolvent operators
Feedback control
Tychonoff theorem
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Summary:In this work, we consider a class of partially observed stochastic integrodifferential equations on Hilbert spaces subject to measurement uncertainty. We prove the existence of optimal feedback control law from a class of operator valued functions furnished with the product topology. This work is an extension of [2] for uncertain systems governed by stochastic differential equations on Hilbert spaces ; whereby the measurement uncertainty is a square integrable stochastic process. We illustrate the abstract results proved by analyzing an example.
Bibliography:ObjectType-Article-1
SourceType-Scholarly Journals-1
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content type line 14
ISSN:0947-3580
1435-5671
DOI:10.1016/j.ejcon.2017.05.006