Exact controllability of linear stochastic differential equations and related problems
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Publication:524830
DOI10.3934/MCRF.2017011zbMATH Open1360.93109arXiv1603.07789OpenAlexW2962894004MaRDI QIDQ524830
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Publication date: 26 April 2017
Published in: (Search for Journal in Brave)
Abstract: A notion of -exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the -exact controllability, the validity of an observability inequality for the adjoint equation, the solvability of an optimization problem, and the solvability of an -type norm optimal control problem are all equivalent.
Full work available at URL: https://arxiv.org/abs/1603.07789
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