Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5001704 | European Journal of Control | 2017 | 24 Pages |
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.
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Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Moustapha Dieye, Mamadou Abdoul Diop, Khalil Ezzinbi,