A characterization of approximately controllable linear stochastic differential equations

zbMATH Open1121.60061MaRDI QIDQ3375696FDOQ3375696

Authors: Rainer Buckdahn, Marc Quincampoix, Gianmario Tessitore 

Publication date: 16 March 2006

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zbMATH Keywords

approximate controllabilitylinear stochastic differential equationsdual stochastic equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Linear systems in control theory (93C05)

Cited In (16)

• Stabilization of bilateral teleoperators with asymmetric stochastic delay
• Title not available (Why is that?)
• 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
• 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
• Approximate controllability for linear stochastic differential equations in infinite dimensions
• Nonequivalence of controllability properties for piecewise linear Markov switch processes
• On the partial controllability of SDEs and the exact controllability of FBSDEs
• 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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