The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps

DOI10.1137/22M1537114zbMath1530.93035OpenAlexW4389442656MaRDI QIDQ6140993

Yuanzhuo Song

Publication date: 2 January 2024

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/22m1537114

zbMATH Keywords

Nash equilibriumforward-backward stochastic differential equationpartial controllabilityterminal constraintsgame-based control system with jumps

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)

Cites Work

• Unnamed Item
• Unnamed Item
• A differential game of transboundary industrial pollution with emission permits trading
• On controllability for stochastic control systems when the coefficient is time-variant
• Evolutionary stable strategies and game dynamics for \(n\)-person games
• Controllability of stochastic linear systems
• Controllability of linear stochastic systems
• Network Security
• A note on the controllability of jump diffusions with linear coefficients
• Backward Stochastic Differential Equations in Finance
• On stochastic controllability for nonlinear systems
• Partial Approximate Controllability for Linear Stochastic Control Systems
• On Concepts of Controllability for Deterministic and Stochastic Systems
• Distributed Coverage Games for Energy-Aware Mobile Sensor Networks
• Controllability of Stochastic Game-Based Control Systems
• On the partial controllability of SDEs and the exact controllability of FBSDES
• Mathematical Control Theory for Stochastic Partial Differential Equations
• Controllability of Nash Equilibrium in Game-Based Control Systems

This page was built for publication: The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps