Existence of optimal output feedback control law for a class of uncertain infinite dimensional stochastic systems: A direct approach

N. U. Ahmed

doi:10.3934/eect.2012.1.235

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2012, Volume 1, Issue 2: 235-250. Doi: 10.3934/eect.2012.1.235

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Existence of optimal output feedback control law for a class of uncertain infinite dimensional stochastic systems: A direct approach

N. U. Ahmed^1,

1.
EECS, University of Ottawa, Ottawa, Ontario

Received: April 30, 2012

Revised: May 31, 2012

Published: November 2012

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Abstract

In this paper we consider a class of partially observed semilinear stochastic evolution equations on infinite dimensional 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 Tychonoff product topology. This is an extension of our previous results for uncertain systems governed by deterministic differential equations on Banach spaces. Also we present a result on existence of optimal feedback control law for a class of uncertain stochastic systems modeled by differential inclusions.

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Mathematics Subject Classification: Primary: 49J24, 49J27, 93E20, 93B52, 35R60, 35R70, 34G25, 34H05, 47A62.

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