Controllability of linear stochastic systems in Hilbert spaces

From MaRDI portal





Linear stochastic control systems defined in infinite-dimensional Hilbert spaces are considered. Three types of stochastic controllability are studied: approximate, complete, and \(S\)-controllability. The relationships between different types of controllability are explained using methods of stochastic differential equations and the theory of stochastic processes. Moreover, several conditions for these types of controllability are formulated and proved. As an application of the theoretical results, the controllability of the wave equation with a distributed control and disturbances described by a Wiener process is studied. The relationships to deterministic controllability are also discussed. Finally, it should be stressed that similar stochastic controllability problems have been considered in the papers [\textit{J. Klamka} and \textit{L. Socha}, IEEE Trans. Autom. Control. 22, 880-881 (1997; Zbl 0363.93048)] and [\textit{N. I. Mahmudov} and \textit{A. Denker}, Int. J. Control 73, 144-151 (2000; Zbl 1031.93033)].




Cited in
(99)








This page was built for publication: Controllability of linear stochastic systems in Hilbert spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5945750)