A Kalman-type condition for stochastic approximate controllability

DOI10.1016/J.CRMA.2007.12.008zbMATH Open1139.60031OpenAlexW2080628680MaRDI QIDQ2472985FDOQ2472985

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

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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)

Cites Work

• Existence of stochastic control under state constraints
• Title not available (Why is that?)
• Adapted solution of a backward stochastic differential equation
• Viability property for a backward stochastic differential equation and applications to partial differential equations
• Stochastic control with exit time and constraints, application to small time attainability of sets
• Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
• Stochastic control and compatible subsets of constraints

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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