Exact controllability of forward and backward stochastic difference system

DOI10.1016/J.AUTOMATICA.2023.111267MaRDI QIDQ6073107zbMATH OpenOpenAlexFDO

Authors Wenjing Wang, Juanjuan Xu, Huanshui Zhang

Publication date 15 September 2023

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2023.111267

zbMATH Keywords

multiplicative noiseexact controllabilitybackward stochastic difference equationexactly null controllabilityforward and backward stochastic difference system

Mathematics Subject Classification ID

Controllability (93B05) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Stochastic difference equations (39A50)

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Cited in

(4)

• LQ control of forward and backward stochastic difference system
• Event-triggered impulsive control of nonlinear stochastic systems with exogenous disturbances
• Infinite-horizon BSDE approach for exponential stabilization of discrete-time stochastic system
• Exact controllability of discrete-time stochastic system with multiplicative noise and control constraint

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