On controllability for stochastic control systems when the coefficient is time-variant

DOI10.1007/S11424-010-8158-XMaRDI QIDQ601888zbMATH OpenOpenAlexFDO

Authors Feng Liu, Shige Peng

Publication date 29 October 2010

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11424-010-8158-x

zbMATH Keywords

stochastic control systembackward stochastic differential equation (BSDE)E-well-posednessstochastic exact controllability

Mathematics Subject Classification ID

Controllability (93B05) Stochastic systems in control theory (general) (93E03)

Recommendations

• scientific article; zbMATH DE number 57349
• On Controllability Conception for Stochastic Systems
• On the controllability of a class of nonlinear stochastic systems
• scientific article; zbMATH DE number 1220051
• scientific article; zbMATH DE number 3425488
• On controllability of nonlinear stochastic systems
• Controllability of nonlinear stochastic systems with multiple time-varying delays in control
• On controllability of linear stochastic systems
• scientific article; zbMATH DE number 4176943

Cites work

• scientific article; zbMATH DE number 3873824 (Why is no real title available?)
• scientific article; zbMATH DE number 4081235 (Why is no real title available?)
• 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
• 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

(18)

• Stabilization of bilateral teleoperators with asymmetric stochastic delay
• Stochastic minimum-energy control
• Controllability Gramian and Kalman rank condition for mean-field control systems
• Exact controllability for mean-field type linear game-based control systems
• The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps
• Exact controllability of linear mean-field stochastic systems and observability inequality for mean-field backward stochastic differential equations
• Exact controllability of stochastic differential equations with multiplicative noise
• Improved stability for linear SPDEs using mixed boundary/internal controls
• Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems
• Turnpike properties for stochastic linear-quadratic optimal control problems
• Exact controllability of forward and backward stochastic difference system
• Switching controls for linear stochastic differential systems
• Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states
• Exact controllability of stochastic differential equations with memory
• On the partial controllability of SDEs and the exact controllability of FBSDEs
• Controllability properties of linear mean-field stochastic systems
• Optimal control for controllable stochastic linear systems
• Exact controllability of linear stochastic differential equations and related problems

This page was built for publication: On controllability for stochastic control systems when the coefficient is time-variant

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q601888)