The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps
DOI10.1137/22m1537114zbMath1530.93035OpenAlexW4389442656MaRDI QIDQ6140993
Publication date: 2 January 2024
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/22m1537114
Nash equilibriumforward-backward stochastic differential equationpartial controllabilityterminal constraintsgame-based control system with jumps
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15)
Cites Work
- Unnamed Item
- Unnamed Item
- A differential game of transboundary industrial pollution with emission permits trading
- On controllability for stochastic control systems when the coefficient is time-variant
- Evolutionary stable strategies and game dynamics for \(n\)-person games
- Controllability of stochastic linear systems
- Controllability of linear stochastic systems
- Network Security
- A note on the controllability of jump diffusions with linear coefficients
- Backward Stochastic Differential Equations in Finance
- On stochastic controllability for nonlinear systems
- Partial Approximate Controllability for Linear Stochastic Control Systems
- On Concepts of Controllability for Deterministic and Stochastic Systems
- Distributed Coverage Games for Energy-Aware Mobile Sensor Networks
- Controllability of Stochastic Game-Based Control Systems
- On the partial controllability of SDEs and the exact controllability of FBSDES
- Mathematical Control Theory for Stochastic Partial Differential Equations
- Controllability of Nash Equilibrium in Game-Based Control Systems
This page was built for publication: The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps
