Stochastic differential equations on Banach spaces and their optimal feedback control

DOI10.7151/DMDICO.1138zbMath1290.93206OpenAlexW2313103911MaRDI QIDQ2866427

Nasir Uddin Ahmed

Publication date: 13 December 2013

Published in: Discussiones Mathematicae. Differential Inclusions, Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/391e566bec1a215e38d2aa3ab524c87da5e22f4d

zbMATH Keywords

optimal feedback controlBanach spacesstochastic differential equationsHausdorff dimensiontime-optimal problemsLévy-Prohorov metricobjective functionals

Mathematics Subject Classification ID

Optimal feedback synthesis (49N35) Feedback control (93B52) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Existence theories for problems in abstract spaces (49J27) Existence of optimal solutions to problems involving randomness (49J55)

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