On the partial controllability of SDEs and the exact controllability of FBSDES
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Publication:5126411
DOI10.1051/cocv/2019052zbMath1451.93036OpenAlexW2970344312MaRDI QIDQ5126411
Publication date: 16 October 2020
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2019052
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Observability (93B07) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15)
Related Items (3)
Exact controllability of forward and backward stochastic difference system ⋮ The Partial Controllability of Linear Stochastic Control Systems with Terminal Constraints and Its Applications to Game-Based Control Systems with Jumps ⋮ Controllability Gramian and Kalman rank condition for mean-field control systems
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