ON CONTROLLABILITY FOR STOCHASTIC CONTROL SYSTEMS WHEN THE COEFFICIENT IS TIME-VARIANT  

作　　者：Feng LIU Shige PENG 

机构地区：[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

出　　处：《Journal of Systems Science & Complexity》2010年第2期270-278,共9页系统科学与复杂性学报（英文版）

基　　金：supported by the National Natural Science Foundation under Grant Nos.60904029 and 60704002;the State Key Laboratory under Grant No.RCS2008ZT002

摘　　要：This paper investigates the controllability problem of time-variant linear stochastic controlsystems.A sufficient and necessary condition is established for stochastic exact controllability,whichprovides a useful algebraic criterion for stochastic control systems.Furthermore,when the stochasticsystems degenerate to deterministic systems,the algebraic criterion becomes the counterpart for thecomplete controllability of deterministic control systems.

关 键 词：Backward stochastic differential equation （BSDE） E-well-posedness Stochastic controlsystem stochastic exact controllability. 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程] TU311.2[自动化与计算机技术—控制科学与工程]