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
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;
Conference_Titel :
Control Conference (CCC), 2015 34th Chinese
Conference_Location :
Hangzhou, China
DOI :
10.1109/ChiCC.2015.7260024
