Controllability Properties of Linear Mean-Field Stochastic Systems

DOI10.1080/07362994.2013.862637zbMath1285.93020MaRDI QIDQ5413862

Dan Goreac

Publication date: 2 May 2014

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.862637

zbMATH Keywords

controllability; invariance; Riccati equation; mean-field linear stochastic systems

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93B05: Controllability

93C05: Linear systems in control theory

93E20: Optimal stochastic control

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