A relaxation theorem for partially observed stochastic control on Hilbert space

N.U. Ahmed

doi:10.7151/dmdico.1086

A relaxation theorem for partially observed stochastic control on Hilbert space

Discussiones Mathematicae Differential Inclusions Control and Optimization ◽

10.7151/dmdico.1086 ◽

2007 ◽

Vol 27 (2) ◽

pp. 295 ◽

Cited By ~ 1

Author(s):

N.U. Ahmed

Keyword(s):

Hilbert Space ◽

Stochastic Control ◽

Partially Observed ◽

Relaxation Theorem

Download Full-text

Existence and Uniqueness of Solutions for a Partially Observed Stochastic Control Problem

SSRN Electronic Journal ◽

10.2139/ssrn.3493943 ◽

2019 ◽

Author(s):

Alain Bensoussan ◽

Metin Cakanyildirim ◽

Meng Li ◽

Suresh Sethi

Keyword(s):

Control Problem ◽

Stochastic Control ◽

Existence And Uniqueness ◽

Uniqueness Of Solutions ◽

Stochastic Control Problem ◽

Partially Observed

Download Full-text

Stochastic control on Hilbert space for linear evolution equations with random operator-valued coefficients

Advances in Applied Probability ◽

10.1017/s0001867800049545 ◽

1980 ◽

Vol 12 (02) ◽

pp. 288

Author(s):

N. U. Ahmed

Keyword(s):

Hilbert Space ◽

Stochastic Control ◽

Evolution Equations ◽

Random Operator ◽

Linear Evolution ◽

Linear Evolution Equations

Download Full-text

Stochastic control of infinite dimensional systems in Hilbert space: A factorization perspective

10.1109/cdc.1987.272902 ◽

1987 ◽

Author(s):

Mark Milman ◽

Alan Schumitzky

Keyword(s):

Hilbert Space ◽

Stochastic Control ◽

Infinite Dimensional ◽

Infinite Dimensional Systems

Download Full-text

S-Controllability of a partially observed semilinear integrodifferential stochastic control system

International Journal of Dynamics and Control ◽

10.1007/s40435-016-0279-1 ◽

2016 ◽

Vol 6 (1) ◽

pp. 406-412 ◽

Cited By ~ 1

Author(s):

Mohit Kumar ◽

Sandeep Kumar

Keyword(s):

Control System ◽

Stochastic Control ◽

Stochastic Control System ◽

Partially Observed

Download Full-text

Optimal structural feedback control for partially observed stochastic systems on Hilbert space

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2010.08.001 ◽

2011 ◽

Vol 5 (1) ◽

pp. 1-9 ◽

Cited By ~ 1

Author(s):

N.U. Ahmed

Keyword(s):

Hilbert Space ◽

Feedback Control ◽

Stochastic Systems ◽

Partially Observed

Download Full-text

A stochastic maximum principle for partially observed stochastic control systems with delay

Systems & Control Letters ◽

10.1016/j.sysconle.2020.104812 ◽

2020 ◽

Vol 146 ◽

pp. 104812

Author(s):

Shuaiqi Zhang ◽

Xun Li ◽

Jie Xiong

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

Stochastic Maximum Principle ◽

Partially Observed

Download Full-text

Stochastic control of two partially observed competing queues

IEEE Transactions on Automatic Control ◽

10.1109/tac.1981.1102783 ◽

1981 ◽

Vol 26 (5) ◽

pp. 1106-1117 ◽

Cited By ~ 14

Author(s):

J. Baras ◽

A. Dorsey

Keyword(s):

Stochastic Control ◽

Partially Observed

Download Full-text

Existence and uniqueness of solutions for a partially observed stochastic control problem

Advances in Statistics, Probability and Actuarial Science - Stochastic Processes, Finance and Control ◽

10.1142/9789814383318_0017 ◽

2012 ◽

pp. 393-413 ◽

Cited By ~ 1

Author(s):

Alain Bensoussan ◽

Metin Çakanyıldırım ◽

Meng Li ◽

Suresh P. Sethi

Keyword(s):

Control Problem ◽

Stochastic Control ◽

Existence And Uniqueness ◽

Uniqueness Of Solutions ◽

Stochastic Control Problem ◽

Partially Observed

Download Full-text

Partially observed stochastic control systems

10.1109/cdc.1979.270154 ◽

1979 ◽

Author(s):

Wendell Fleming ◽

Etienne Pardoux

Keyword(s):

Control Systems ◽

Stochastic Control ◽

Partially Observed

Download Full-text

An Asymmetric Bang-Bang Partially Observed Stochastic Control Problem

Journal of Information and Optimization Sciences ◽

10.1080/02522667.1990.10699035 ◽

1990 ◽

Vol 11 (3) ◽

pp. 443-448

Author(s):

Howard Weiner

Keyword(s):

Control Problem ◽

Stochastic Control ◽

Stochastic Control Problem ◽

Partially Observed

Download Full-text