Controllability of linear stochastic control systems (Q2916237)

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scientific article; zbMATH DE number 6090799
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Controllability of linear stochastic control systems
scientific article; zbMATH DE number 6090799

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    5 October 2012
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    stochastic control systems
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    exact controllability
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    backward stochastic differential equation
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    algebraic criterion*** Linear time-variant stochastic systems
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    Time-invariant systems
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    impulsive controls
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    Controllability of linear stochastic control systems (English)
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