论文信息 - On controllability for stochastic control systems when the coefficient is time-variant

On controllability for stochastic control systems when the coefficient is time-variant

This paper investigates the controllability problem of time-variant linear stochastic control systems. A sufficient and necessary condition is established for stochastic exact controllability, which provides a useful algebraic criterion for stochastic control systems. Furthermore, when the stochastic systems degenerate to deterministic systems, the algebraic criterion becomes the counterpart for the complete controllability of deterministic control systems.

Feng Liu | Shige Peng | S. Peng | Feng Liu

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