Article ID Journal Published Year Pages File Type
5001704 European Journal of Control 2017 24 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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