Partially observed optimal controls for nonlinear infinite dimensional stochastic systems (Q2785858)
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scientific article; zbMATH DE number 982952
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partially observed optimal controls for nonlinear infinite dimensional stochastic systems |
scientific article; zbMATH DE number 982952 |
Statements
30 July 1997
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partially observed
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infinite-dimensional stochastic systems
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Hilbert space
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Kolmogorov operator
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existence of optimal controls
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measurable selections for multifunctions
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0.9422806
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0.9340105
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0.93054914
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Partially observed optimal controls for nonlinear infinite dimensional stochastic systems (English)
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We present some new results on partially observed control problems for infinite-dimensional stochastic systems in Hilbert space using a fundamental result of Da Prato and Zabczyk on infinite-dimensional Kolmogorov operators. We prove the existence of optimal controls for the infinite-dimensional Zakai equation following the theory of measurable selections for multifunctions.
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