A Kalman-type condition for stochastic approximate controllability

DOI10.1016/J.CRMA.2007.12.008MaRDI QIDQ2472985zbMATH OpenOpenAlexFDO

Authors Dan Goreac

Publication date 25 February 2008

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2007.12.008

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 1325009 (Why is no real title available?)
• Adapted solution of a backward stochastic differential equation
• Existence of stochastic control under state constraints
• Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
• Stochastic control and compatible subsets of constraints
• Stochastic control with exit time and constraints, application to small time attainability of sets
• Viability property for a backward stochastic differential equation and applications to partial differential equations

Cited in

(17)

• Controllability Gramian and Kalman rank condition for mean-field control systems
• Exact controllability of linear mean-field stochastic systems and observability inequality for mean-field backward stochastic differential equations
• Representation of Itô integrals by Lebesgue/Bochner integrals
• Exact controllability of stochastic differential equations with multiplicative noise
• Sufficiency of Kalman's rank condition for the approximate boundary controllability on an annular domain
• On the Accessibility and Controllability of Statistical Linearization for Stochastic Control: Algebraic Rank Conditions and their Genericity
• Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems
• Switching controls for linear stochastic differential systems
• Approximately reachable directions for piecewise linear switched systems
• Exact controllability of stochastic differential equations with memory
• Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes
• On the partial controllability of SDEs and the exact controllability of FBSDEs
• A characterization of approximately controllable linear stochastic differential equations
• Controllability properties of linear mean-field stochastic systems
• Controllability metrics on networks with linear decision process-type interactions and multiplicative noise
• The Norm Optimal Control Problem for Stochastic Linear Control Systems
• Exact controllability of linear stochastic differential equations and related problems

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