- Tytuł:
- Measure valued solutions for stochastic evolution equations on Hilbert space and their feedback control
- Autorzy:
- Ahmed, N.
- Powiązania:
- https://bibliotekanauki.pl/articles/729584.pdf
- Data publikacji:
- 2005
- Wydawca:
- Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
- Tematy:
-
stochastic differential equations
Hilbert space
measurable vector fields
finitely additive measure solutions
optimal feedback controls - Opis:
- In this paper, we consider a class of semilinear stochastic evolution equations on Hilbert space driven by a stochastic vector measure. The nonlinear terms are assumed to be merely continuous and bounded on bounded sets. We prove the existence of measure valued solutions generalizing some earlier results of the author. As a corollary, an existence result of a measure solution for a forward Kolmogorov equation with unbounded operator valued coefficients is obtained. The main result is further extended to cover Borel measurable drift and diffusion which are assumed to be bounded on bounded sets. Also we consider control problems for these systems and present several results on the existence of optimal feedback controls.
- Źródło:
-
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2005, 25, 1; 129-157
1509-9407 - Pojawia się w:
- Discussiones Mathematicae, Differential Inclusions, Control and Optimization
- Dostawca treści:
- Biblioteka Nauki
Artykuł