On controllability for stochastic control systems when the coefficient is time-variant
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Cites work
- Adapted solution of a backward stochastic differential equation
- Backward stochastic differential equations and applications to optimal control
- Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
- scientific article; zbMATH DE number 3873824 (Why is no real title available?)
- scientific article; zbMATH DE number 4081235 (Why is no real title available?)
- Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
- On stochastic observability and controllability
- PDE solutions of stochastic differential utility
- Solution of forward-backward stochastic differential equations
- Stochastic Differential Utility
- The maximum principle for one kind of stochastic optimization problem and application in dynamic measure of risk
Cited in
(24)- Exact controllability of stochastic differential equations with multiplicative noise
- Turnpike properties for stochastic linear-quadratic optimal control problems
- Switching controls for linear stochastic differential systems
- Exact controllability of stochastic differential equations with memory
- Improved stability for linear SPDEs using mixed boundary/internal controls
- Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems
- Controllability Gramian and Kalman rank condition for mean-field control systems
- On the partial controllability of SDEs and the exact controllability of FBSDEs
- Exact controllability of linear stochastic differential equations and related problems
- Controllability properties of linear mean-field stochastic systems
- Optimal control for controllable stochastic linear systems
- Exact controllability of forward and backward stochastic difference system
- The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states
- 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
- LQ optimal control of BSDE with initial value constraint under partial information
- General mean-field BDSDE with Poisson jumps under stochastic linear growth and continuous conditions
- General mean-field BDSDEs with continuous and stochastic linear growth coefficients
- Uniformly exact controllability/observability and RHC-based feedback stabilization of time-varying Itô stochastic system
- Exact controllability of linear stochastic impulsive systems
- Controllability concepts for mean-field dynamics with reduced-rank coefficients
- Stabilization of bilateral teleoperators with asymmetric stochastic delay
- Stochastic minimum-energy control
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