The Algebraic Criterion For Nonlinear Stochastic Control Systems which the Coefficient is Time-dependent

Author

Feng, Liu ; Peng, S.

Author_Institution

Beijing Jiaotong Univ., Beijing

fYear

2007

Firstpage

754

Lastpage

756

Abstract

This paper is devoted to 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 stochastic systems degenerate to deterministic systems,the algebraic criterion for stochastic exact controllability becomes the counterpart for complete controllability of linear deterministic control systems.

Keywords

differential algebraic equations; nonlinear control systems; nonlinear differential equations; stochastic systems; algebraic criterion; backward stochastic differential equation; linear deterministic control system; nonlinear stochastic control system; Control systems; Controllability; Differential algebraic equations; Differential equations; Discrete wavelet transforms; Nonlinear control systems; Stochastic systems; Backward Stochastic Differential Equation; E-well-posedness; Stochastic control system; Stochastic exact controllability;

fLanguage

English

Publisher

ieee

Conference_Titel

Control Conference, 2007. CCC 2007. Chinese

Conference_Location

Hunan

Print_ISBN

978-7-81124-055-9

Electronic_ISBN

978-7-900719-22-5

Type

conf

DOI

10.1109/CHICC.2006.4346775

Filename

4346775