A Kalman-type condition for stochastic approximate controllability

DOI10.1016/j.crma.2007.12.008zbMath1139.60031OpenAlexW2080628680MaRDI QIDQ2472985

Dan Goreac

Publication date: 25 February 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.12.008

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (13)

Controllability Metrics on Networks with Linear Decision Process--type Interactions and Multiplicative Noise ⋮ Approximate and approximate null-controllability of a class of piecewise linear Markov switch systems ⋮ Algebraic invariance conditions in the study of approximate (null-)controllability of Markov switch processes ⋮ Switching controls for linear stochastic differential systems ⋮ Exact controllability of stochastic differential equations with memory ⋮ On the partial controllability of SDEs and the exact controllability of FBSDES ⋮ Exact controllability of stochastic differential equations with multiplicative noise ⋮ Exact controllability of linear stochastic differential equations and related problems ⋮ Controllability Properties of Linear Mean-Field Stochastic Systems ⋮ Representation of Itô integrals by Lebesgue/Bochner integrals ⋮ Approximately reachable directions for piecewise linear switched systems ⋮ Controllability Gramian and Kalman rank condition for mean-field control systems ⋮ The Norm Optimal Control Problem for Stochastic Linear Control Systems

Cites Work

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• Adapted solution of a backward stochastic differential equation
• Viability property for a backward stochastic differential equation and applications to partial differential equations
• Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
• Stochastic control with exit time and constraints, application to small time attainability of sets
• Stochastic control and compatible subsets of constraints
• Existence of stochastic control under state constraints

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