Skip to main content

On boundary control of unknown linear stochastic distributed parameter systems

  • III Optimal Control
  • Conference paper
  • First Online:
System Modelling and Optimization

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 180))

  • 128 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. A. Chojnowska-Michalik, T. E. Duncan and B. Pasik-Duncan, Uniform operator continuity of the stationary Riccati equation in Hilbert space, to appear in J. Appl. Math. Optim.

    Google Scholar 

  2. R. Curtain and P. Falb, Itô’s lemma in infinite dimensions, J. Math. Anal. Appl. 31 (1970), 434–448.

    Article  MATH  MathSciNet  Google Scholar 

  3. T. E. Duncan and B. Pasik-Duncan, Adaptive control of continuous time linear stochastic systems, Math. Control, Signals Systems 3 (1990), 45–60.

    Article  MATH  MathSciNet  Google Scholar 

  4. T. E. Duncan, B. Goldys and B. Pasik-Duncan, Adaptive control of linear stochastic evolution systems, to appear in Stochastics.

    Google Scholar 

  5. T. E. Duncan, B. Maslowski and B. Pasik-Duncan, Adaptive control of linear stochastic distributed parameter systems, preprint.

    Google Scholar 

  6. F. Flandoli, Direct solution of a Riccati equation arising in a stochastic control problem with control and observations on the boundary, J. Appl. Math. Optim. 14 (1986), 107–129.

    Article  MATH  MathSciNet  Google Scholar 

  7. F. Flandoli, Algebraic Riccati equation arising in boundary control problems, SIAM J. Control Optim. 25 (1987), 612–636.

    Article  MATH  MathSciNet  Google Scholar 

  8. A. Ichikawa, Semilinear stochastic evolution equations: boundedness, stability and invariant measures, Stochastics 12 (1984), 1–39.

    MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

L. D. Davisson A. G. J. MacFarlane H. Kwakernaak J. L. Massey Ya Z. Tsypkin A. J. Viterbi Peter Kall

Rights and permissions

Reprints and permissions

Copyright information

© 1992 International Federation for Information Processing

About this paper

Cite this paper

Duncan, T.E., Maslowski, B., Pasik-Duncan, B. (1992). On boundary control of unknown linear stochastic distributed parameter systems. In: Davisson, L.D., et al. System Modelling and Optimization. Lecture Notes in Control and Information Sciences, vol 180. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0113317

Download citation

  • DOI: https://doi.org/10.1007/BFb0113317

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-55577-3

  • Online ISBN: 978-3-540-47220-9

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics