Controllability Properties of Linear Mean-Field Stochastic Systems
From MaRDI portal
Publication:5413862
DOI10.1080/07362994.2013.862637zbMath1285.93020OpenAlexW2042177899MaRDI QIDQ5413862
Publication date: 2 May 2014
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2013.862637
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
Related Items
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, Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game, Controllability Gramian and Kalman rank condition for mean-field control systems
Cites Work
- Adapted solution of a backward stochastic differential equation
- On controllability for stochastic control systems when the coefficient is time-variant
- Mean-field backward stochastic differential equations and related partial differential equations
- Approximate controllability for linear stochastic differential equations in infinite dimensions
- Invariance theory for infinite dimensional linear control systems
- Carleman estimates and controllability of linear stochastic heat equations
- Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems
- A Kalman-type condition for stochastic approximate controllability
- A note on the controllability of jump diffusions with linear coefficients
- Invariance Concepts in Infinite Dimensions
- On the approximate controllability of a stochastic parabolic equation with a multiplicative noise
- Null controllability of an infinite dimensional SDE with state- and control-dependent noise