Switching controls for linear stochastic differential systems (Q2197197)

In this paper the author has analyzed the exact controllability problem of switching controls for stochastic control systems endowed with different actuators. The aim of the paper is to control the dynamics of the system by switching from an actuator to the other such that, in each instant of time, there are as few active actuators as possible. Further the author proved that, under suitable rank conditions, switching control strategies exist and can be built in a systematic way. The proof is based on constructing a new functional by the adjoint system whose minimizers are the switching controls.