Optimal Stochastic Control of Measure Solutions on Hilbert Space

DOI10.1007/0-387-33882-9_1zbMath1214.93117OpenAlexW1545191390MaRDI QIDQ3004414

Nasir Uddin Ahmed

Publication date: 1 June 2011

Published in: IFIP International Federation for Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-33882-9_1

zbMATH Keywords

Hilbert spacestochastic differential equationsoptimal feedback controlsmeasurable vector fieldsfinitely additive measure solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Feedback control (93B52) Optimal stochastic control (93E20) Operator-theoretic methods (93B28)

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