Exact controllability of stochastic differential equations with multiplicative noise

DOI10.1016/J.SYSCONLE.2018.10.003MaRDI QIDQ1729065zbMATH OpenOpenAlexWikidataFDO

Authors Viorel Barbu, Luciano Tubaro

Publication date 27 February 2019

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.01139

zbMATH Keywords

controllabilityfeedback controllerstochastic equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Feedback control (93B52) Control/observation systems governed by ordinary differential equations (93C15) Stochastic systems in control theory (general) (93E03)

Abstract: One proves that the $n$-D stochastic controlled equation $dX+AXdt=sigma(X)dW+Bu,dt$, where $sigmainmboxLip((R^n,L(R^d,R^n))$ and the pair $AinL(R^n)$, $BinL(R^m,R^n)$ satisfies the Kalman rank condition, is exactly controllable in each $yin{R}^n$, $sigma(y)=0$ on each finite interval $(0,T)$. An application to approximate controllability to stochastic heat equation is given.

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Cites work

• A Kalman-type condition for stochastic approximate controllability
• Controllability of linear stochastic systems
• Exact controllability of linear stochastic differential equations and related problems
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Null controllability for forward and backward stochastic parabolic equations
• On controllability for stochastic control systems when the coefficient is time-variant
• Some results on the controllability of forward stochastic heat equations with control on the drift
• Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic
• Stochastic porous media equations

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• Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise
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