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• W2026723265 abstract "In this paper, we present some new results on partially observed control problems for infinite-dimensional stochastic systems in Hilbert space using a fundamental result of Da Prato and Zabczyk on an infinite-dimensional Kolmogorov operator. We prove the existence of optimal relaxed controls for an infinite-dimensional Zakai equation following a semigroup approach and the theory of measurable selections. This result is also extended to differential inclusion. We also present some necessary conditions of optimality." @default.
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• W2026723265 date "1996-09-01" @default.
• W2026723265 modified "2023-10-18" @default.
• W2026723265 title "Optimal Relaxed Controls for Infinite-Dimensional Stochastic Systems of Zakai Type" @default.
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• W2026723265 doi "https://doi.org/10.1137/s0363012994269119" @default.
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