Title :
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
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;
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
DOI :
10.1109/CHICC.2006.4346775
