Controllability Gramian and Kalman rank condition for mean-field control systems
DOI10.1051/COCV/2021031zbMATH Open1482.93087OpenAlexW3138600289MaRDI QIDQ4999529FDOQ4999529
Authors: Zhiyong Yu
Publication date: 7 July 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2021031
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backward stochastic differential equationexact controllabilitymean-field stochastic differential equationKalman rank conditioncontrollability Gramian
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Optimal stochastic control (93E20)
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