Title :
The controllability for a kind of nonlinear stochastic control systems which the coefficient is time-dependent
Author :
Feng, Liu ; Hongbin, Dong
Author_Institution :
Sch. of Electron. & Inf. Eng., Beijing Jiaotong Univ., Beijing
Abstract :
This paper is devoted to a kind of stochastic exact controllability of stochastic control system, whose coefficient is time-dependent.The problem is studied from the viewpoint of backward stochastic differential equations, we give a sufficient and necessary condition of stochastic exact controllability for stochastic control systems. If the stochastic system degenerate to deterministic systems, the condition for stochastic exact controllability becomes the counterpart for complete controllability of linear deterministic control systems.
Keywords :
controllability; differential equations; linear systems; nonlinear control systems; stochastic systems; backward stochastic differential equation; linear deterministic control system; nonlinear stochastic control system; stochastic exact controllability condition; time-dependent coefficient; Centralized control; Control systems; Controllability; Differential equations; Discrete wavelet transforms; Finance; Nonlinear control systems; Stochastic systems; Backward stochastic differential equation; E-well-posedness; Stochastic control system; Stochastic exact controllability;
Conference_Titel :
Control Conference, 2008. CCC 2008. 27th Chinese
Conference_Location :
Kunming
Print_ISBN :
978-7-900719-70-6
Electronic_ISBN :
978-7-900719-70-6
DOI :
10.1109/CHICC.2008.4604903
