Measure-valued solutions for stochastic differential equations on Hilbert spaces driven by Lévy measure and their optimal control

DOI10.4134/CKMS.C230177MaRDI QIDQ6638257

N. U. Ahmed

Publication date: 14 November 2024

Published in: Communications of the Korean Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

optimal controlLévy processmeasure-valued solutionsexistence and regularity of solutionsnon-Lipschitz nonlinear stochastic systems

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) System identification (93B30) Control/observation systems in abstract spaces (93C25) Existence theories for problems in abstract spaces (49J27) Inverse problems in optimal control (49N45) Stochastic analysis (60Hxx) Existence of optimal solutions to problems involving randomness (49J55)

Cites Work

• Peano's theorem in an infinite-dimensional Hilbert space is false even in a weakened formulation
• Measure solutions for semilinear and quasilinear evolution equations and their optimal control
• Measure solutions for impulsive evolution equations with measurable vector fields
• Measure valued solutions for systems governed by neutral differential equations on Banach spaces and their optimal control
• Some Recent Developments in Systems and Control Theory on Infinite Dimensional Banach Space: Part 2
• Measure valued solutions for stochastic evolution equations on Hilbert space and their feedback control
• Distances of Probability Measures and Random Variables
• VECTOR MEASURES APPLIED TO OPTIMAL CONTROL FOR A CLASS OF EVOLUTION EQUATIONS ON BANACH SPACES
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