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  • 1
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 75 (1992), S. 33-50 
    ISSN: 1573-2878
    Keywords: Nonlinear filtering ; likelihood ratio ; parameter identification ; optimal control ; distributed-parameter systems
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we consider the identification problem of drift and dispersion parameters for a class of partially observed systems governed by Ito equations. Using the pathwise description of the Zakai equation, we formulate the original identification problem as a deterministic control problem in which the unnormalized conditional density (solution of the Zakai equation) is treated as the state, the unknown parameters as controls, and the likelihood ratio as the objective functional. The question of existence of elements in the parameter set that maximize the likelihood ratio is discussed. Further, using variational arguments and the Gateaux differentiability of the unnormalized density on the parameter set, we obtain the necessary conditions for optimal identification.
    Type of Medium: Electronic Resource
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  • 2
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 80 (1994), S. 261-272 
    ISSN: 1573-2878
    Keywords: Uncertain evolution equations ; strongly nonlinear systems ; monotone operators ; optimal control ; existence of optimal controls
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract In this paper, we consider a minimax problem of optimal control for a class of strongly nonlinear uncertain evolution equations on a Banach space. We prove the existence of optimal controls. A nontrivial example of a class of systems governed by a nonlinear partial differential equation with uncertain spatial parameters is presented for illustration.
    Type of Medium: Electronic Resource
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 47 (1985), S. 129-158 
    ISSN: 1573-2878
    Keywords: Linear evolution equations ; Banach spaces ; controllability ; constrained controls ; existence of time-optimal controls ; maximum principle
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract We present some necessary and sufficient conditions for null controllability for a class of general linear evolution equations on a Banach space with constraints on the control space. We also present a result on the existence of time-optimal controls and some partial results on the maximum principle. Some interesting insights that can be obtained from these results are discussed, and the paper is concluded with an application to a boundary control problem.
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Journal of optimization theory and applications 68 (1991), S. 75-93 
    ISSN: 1573-2878
    Keywords: Infinite-dimensional systems ; distributed control problem ; stabilizability ; controllability ; semigroups ; perturbations ; feedback control
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics
    Notes: Abstract The questions of stabilizability of structurally perturbed or uncertain linear systems in Hilbert space of the form $$\dot x = (A + P(r))x + Bu$$ are considered. The operatorA is assumed to be the infinitesimal generator of aC 0-semigroup of contractionsT(t),t≥0, in a Hilbert spaceX;B is a bounded linear operator from another Hilbert spaceU toX; and {P(r),r ∈ Ω} is a family of bounded or unbounded perturbations ofA inX, where Ω is an arbitrary set, not necessarily carrying any topology. Sufficient conditions are presented that guarantee controllability and stabilizability of the perturbed system, given that the unperturbed system $$\dot x = Ax + Bu$$ has similar properties. In particular, it is shown that, for certain classes of perturbations, weak and strong stabilizability properties are preserved for the same state feedback operator.
    Type of Medium: Electronic Resource
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