Year: 2010 Vol.: 77 Fasc.: 3-4 Title: Weak compactness in the space of operator valued measures Author(s): Nasir Uddin Ahmed In this short paper we present a characterization of weakly compact sets in the space of ¯nitely additive nuclear operator valued measures. The paper is concluded with a physical example involving feedback control of stochastic systems on Hilbert space perturbed by centered Poisson counting measures. Both existence of optimal policies and necessary conditions of optimality are presented.
Address:
Nasir Uddin Ahmed SITE University of Ottawa Ottawa Canada
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