Optimal relaxed controls for infinite-dimensional stochastic systems of Zakai type

SIAM Journal on Control and Optimization

Volumn 34, Issue 5, 1996, Pages 1592-1615

  Ahmed, N U ^a  

^a UNIVERSITY OF OTTAWA   (Canada)

Author keywords

Existence; Infinite dimensional stochastic systems; Necessary conditions; Optimal relaxed controls; Partially observed; Zakai equations and inclusions

Indexed keywords

CONTROL THEORY; DIFFERENTIAL EQUATIONS; MATHEMATICAL OPERATORS; MATRIX ALGEBRA; OPTIMAL CONTROL SYSTEMS; OPTIMIZATION;

INFINITE DIMENSIONAL STOCHASTIC SYSTEM; KOLMOGOROV OPERATOR; OPTIMAL RELAXED CONTROL; ZAKAI EQUATION;

STOCHASTIC CONTROL SYSTEMS;

EID: 0030243609     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012994269119     Document Type: Article

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