Exact controllability of stochastic differential equations with multiplicative noise

DOI10.1016/j.sysconle.2018.10.003zbMath1408.93022arXiv1711.01139OpenAlexW2963291257MaRDI QIDQ1729065

Viorel Barbu, Luciano Tubaro

Publication date: 27 February 2019

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01139

zbMATH Keywords

controllabilitystochastic equationfeedback controller

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Feedback control (93B52) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

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Stabilization of bilateral teleoperators with asymmetric stochastic delay ⋮ Exact controllability of forward and backward stochastic difference system ⋮ Exploration nonlocal controllability for Hilfer fractional differential inclusions with Clarke subdifferential and nonlinear noise ⋮ Exact controllability of stochastic differential equations with memory ⋮ On the partial controllability of SDEs and the exact controllability of FBSDES ⋮ Construction controllability for conformable fractional stochastic evolution system with noninstantaneous impulse and nonlocal condition

Cites Work

• Stochastic differential equations with variable structure driven by multiplicative Gaussian noise and sliding mode dynamic
• Exact controllability of linear stochastic differential equations and related problems
• On controllability for stochastic control systems when the coefficient is time-variant
• Some results on the controllability of forward stochastic heat equations with control on the drift
• Stochastic porous media equations
• Controllability of linear stochastic systems
• A Kalman-type condition for stochastic approximate controllability
• Null Controllability for Forward and Backward Stochastic Parabolic Equations
• Nonlinear Differential Equations of Monotone Types in Banach Spaces

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