Adaptive boundary control of stochastic linear distributed parameter systems described by analytic semigroups

DOI10.1007/BF01183140zbMath0854.93149OpenAlexW2012343091MaRDI QIDQ1911770

Bohdan Maslowski, Bozenna Pasik-Duncan, Tyrone E. Duncan

Publication date: 12 January 1997

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01183140

zbMATH Keywords

identificationswitchingsanalytic semigroupergodicdistributed parameter systemstochastic PDEcertainty equivalencequadratic cost functionalstochastic adaptive boundary control

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Adaptive control of continuous time stochastic systems ⋮ Ergodic control for Lévy-driven linear stochastic equations in Hilbert spaces ⋮ Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process ⋮ Identification and adaptive control of some stochastic distributed parameter systems ⋮ Consistency property of extended least-squares parameter estimation for stochastic diffusion equation

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