Exact controllability of linear stochastic differential equations and related problems
From MaRDI portal
Publication:524830
DOI10.3934/mcrf.2017011zbMath1360.93109arXiv1603.07789OpenAlexW2962894004MaRDI QIDQ524830
Dong-Hui Yang, Jiong-min Yong, Yan Qing Wang, Zhi-Yong Yu
Publication date: 26 April 2017
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.07789
observability inequalitynorm optimal control problem\(L^p\)-exact controllabilitycontrolled stochastic differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Optimal stochastic control (93E20)
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