NECESSARY CONDITIONS OF OPTIMALITY FOR OUTPUT FEEDBACK CONTROL LAW FOR A CLASS OF UNCERTAIN INFINITE DIMENSIONAL STOCHASTIC SYSTEMS

Abstract

In this paper we consider a class of partially observed semilinear stochastic evolution equations on Hilbert space subject to measurement uncertainty. The control is based on output feedback with noisy measurement. Using the space of bounded linear operator valued functions, furnished with the Tychonoff product topology, as feedback control laws we present the necessary conditions of optimality.