| Title | A CLASS OF NONSTANDARD PARTIALLY OBSERVED STOCHASTIC SYSTEMS ON A HILBERT SPACE AND THEIR OPTIMAL STRUCTURAL FEEDBACK CONTROL |
| Publication Type | Journal Article |
| Year of Publication | 2010 |
| Authors | AHMED, NU |
| Secondary Title | Communications in Applied Analysis |
| Volume | 14 |
| Issue | 2 |
| Start Page | 225 |
| Pagination | 240 |
| Date Published | 04/2010 |
| Type of Work | scientific: mathematics |
| ISSN | 1083–2564 |
| AMS | 46A50, 46B50, 46E27, 46E99, 47A55, 49J27, 93E03. |
| Abstract | In this paper we consider the question of weak compactness of the set of attainable measures on a Hilbert space induced by a class of partially observed nonstandard stochastic systems. The system is perturbed not only by Brownian motion but also by an arbitrary second order random process taking values from a Hilbert space. Structural controls used are measures with values from the space of bounded linear operators,
 (Y, X) where X, Y are the state and output spaces, respectively. We consider several control problems and prove existence of optimal policies. |
| URL | http://www.acadsol.eu/en/articles/14/2/8.pdf |
| Short Title | ATTAINABLE SET OF MEASURES AND STRUCTURAL FEEDBACK CONTROL |
| Refereed Designation | Refereed |
| Full Text | REFERENCES[1] G. Da Prato and Zabczyk, (1992), Stochastic Equations in Infinite Dimensions, Cambridge University Press.
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