Stochastic neutral evolution equations on Hilbert spaces with partially observed relaxed control and their necessary conditions of optimality

2014 ◽  
Vol 101 ◽  
pp. 66-79 ◽  
Author(s):  
N.U. Ahmed
1995 ◽  
Vol 1 (3) ◽  
pp. 179-191 ◽  
Author(s):  
N. U. Ahmed ◽  
X. Xiang

In this paper we consider optimal control problem for infinite dimensional uncertain systems. Necessary conditions of optimality are presented under the assumption that the principal operator is the infinitesimal generator of a strongly continuous semigroup of linear operators in a reflexive Banach space. Further, a computational algorithm suitable for computing the optimal policies is also given.


PAMM ◽  
2008 ◽  
Vol 8 (1) ◽  
pp. 10871-10872
Author(s):  
M. Tsintsadze ◽  
Z. Tsintsadze

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