- Tytuł:
- Stochastic diffrential equations on Banach spaces and their optimal feedback control
- Autorzy:
- Ahmed, N.U.
- Powiązania:
- https://bibliotekanauki.pl/articles/952179.pdf
- Data publikacji:
- 2012
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
stochastic differential equations
Banach spaces
optimal feedback control
objective functionals
Lévy-Prohorov metric
Hausdorff dimension
time-optimal problems - Opis:
- In this paper we consider stochastic differential equations on Banach spaces (not Hilbert). The system is semilinear and the principal operator generating a C₀-semigroup is perturbed by a class of bounded linear operators considered as feedback operators from an admissible set. We consider the corresponding family of measure valued functions and present sufficient conditions for weak compactness. Then we consider applications of this result to several interesting optimal feedback control problems. We present results on existence of optimal feedback operators.
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2012, 32, 1; 87-109
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł