• DocumentCode
    2248401
  • Title

    Exact controllability of forward-backward stochastic control system

  • Author

    Wang, Xiangrong ; Huang, Hong

  • Author_Institution
    College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, 266590, China
  • fYear
    2015
  • fDate
    28-30 July 2015
  • Firstpage
    2501
  • Lastpage
    2504
  • Abstract
    This paper gives definitions of exact controllability, completely exact controllability and a sufficient condition of exact controllability for forward-backward stochastic control system. For linear forward backward stochastic control system, we get an algebraic criterion when the stochastic control system is completely exact controllability.
  • Keywords
    Aerospace electronics; Controllability; Differential equations; Optimal control; Portfolios; completely exact controllability; exact controllability; forward-backward stochastic control system; portfolios;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Control Conference (CCC), 2015 34th Chinese
  • Conference_Location
    Hangzhou, China
  • Type

    conf

  • DOI
    10.1109/ChiCC.2015.7260024
  • Filename
    7260024
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2248401