Controllability properties of linear mean-field stochastic systems

DOI10.1080/07362994.2013.862637MaRDI QIDQ5413862zbMATH OpenOpenAlexFDO

Authors Dan Goreac

Publication date 2 May 2014

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2013.862637

zbMATH Keywords

controllabilityinvariancemean-field linear stochastic systemsRiccati equation

Mathematics Subject Classification ID

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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Cites work

• A Kalman-type condition for stochastic approximate controllability
• A note on the controllability of jump diffusions with linear coefficients
• Adapted solution of a backward stochastic differential equation
• Approximate controllability for linear stochastic differential equations in infinite dimensions
• Carleman estimates and controllability of linear stochastic heat equations
• Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
• Invariance Concepts in Infinite Dimensions
• Invariance theory for infinite dimensional linear control systems
• Mean-field backward stochastic differential equations and related partial differential equations
• Null controllability of an infinite dimensional SDE with state- and control-dependent noise
• On controllability for stochastic control systems when the coefficient is time-variant
• On the approximate controllability of a stochastic parabolic equation with a multiplicative noise

Cited in

(17)

• Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game
• Instantaneous control of interacting particle systems in the mean-field limit
• Controllability of linear stochastic control systems
• Partial controllability of stochastic linear systems
• Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems
• Some remarks about moment controllability for linear stochastic systems
• On controllability of linear stochastic systems
• Nonequivalence of controllability properties for piecewise linear Markov switch processes
• Controllability Gramian and Kalman rank condition for mean-field control systems
• Controllability metrics on networks with linear decision process-type interactions and multiplicative noise
• Controllability of linear stochastic systems in Hilbert spaces
• On the near-viability property of controlled mean-field flows
• Exact controllability for mean-field type linear game-based control systems
• Exact controllability of linear mean-field stochastic systems and observability inequality for mean-field backward stochastic differential equations
• Feedback Stackelberg solution for mean-field type stochastic systems with multiple followers
• Controllability concepts for mean-field dynamics with reduced-rank coefficients
• Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes

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