Null controllability of an infinite dimensional SDE with state- and control-dependent noise
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Publication:5958430
DOI10.1016/S0167-6911(01)00158-XzbMath0987.93073OpenAlexW2006355639WikidataQ127682300 ScholiaQ127682300MaRDI QIDQ5958430
Mihai Sîrbu, Gianmario Tessitore
Publication date: 3 March 2002
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6911(01)00158-x
stochastic equationsHilbert spacesnull controllabilityRiccati equationdual statebackward stochastic equations
Controllability (93B05) Control/observation systems in abstract spaces (93C25) Stochastic systems in control theory (general) (93E03)
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