On controllability for stochastic control systems when the coefficient is time-variant
- 期刊名称:Journal of Systems Science and Complexity
- 时间:0
- 页码:270-278
- 语言:英文
- 分类:TP13[自动化与计算机技术—控制科学与工程;自动化与计算机技术—控制理论与控制工程] TU311.2[建筑科学—结构工程]
- 作者机构:[1]School of ElecLronics and Information Engineering, Beijing Jiaotong University, Beijing 100044, China., [2]School of Mathematics and System Sciences, Shandong University, Ji'nan 250100, China
- 相关基金:This research is supported by the National Natural Science Foundation under Grant Nos. 60904029 and 60704002, and the State Key Laboratory under Grant No. RCS2OOSZTO02.
- 相关项目:不确定切换系统的分析与控制
关键词:
随机控制系统, 可控性, 时变, 随机精确能控性, 充分必要条件, 定性控制系统, 代数判据, 确定性系统, Backward stochastic differential equation (BSDE), E-well-posedness, Stochastic controlsystem, stochastic exact controllability.