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

• Published in: European journal of control Vol. 37; pp. 54 - 62
• Main Authors: Dieye, Moustapha, Abdoul Diop, Mamadou, Ezzinbi, Khalil
• Format: Journal Article
• Language: English
• 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

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...