Approximate controllability of linear stochastic differential equations with random jumps

DOI10.16205/J.CNKI.CAMA.2019.0031MaRDI QIDQ3306285zbMATH OpenFDO

Authors Lichao Yu

Publication date 12 August 2020

Full work available at URL https://doi.org/10.16205/J.CNKI.CAMA.2019.0031

zbMATH Keywords

controllabilityLQ optimal controlPossion random measureRiccati equations

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

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