On controllability for stochastic control systems when the coefficient is time-variant

DOI10.1007/s11424-010-8158-xzbMath1197.93151OpenAlexW2015295290MaRDI QIDQ601888

Feng Liu, Shige Peng

Publication date: 29 October 2010

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-010-8158-x

zbMATH Keywords

backward stochastic differential equation (BSDE)stochastic control systemE-well-posednessstochastic exact controllability

Mathematics Subject Classification ID

Controllability (93B05) Stochastic systems in control theory (general) (93E03)

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Cites Work

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• Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
• Forward-backward stochastic differential equations, linear quadratic stochastic optimal control and nonzero sum differential games
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