控制能量受限下随机控制系统精确能控性  

EXACT CONTROLLABILITY OF STOCHASTIC CONTROL SYSTEMS WITH CONTROL ENERGY CONSTRAINT

作　　者：刘雅增[1] 彭实戈[1] 

机构地区：[1]山东大学数学与系统科学学院,济南250100

出　　处：《山东大学学报（自然科学版）》1999年第4期361-366,共6页Journal of Shandong University(Natural Science Edition)

摘　　要：讨论了控制能量受限下随机控制系统精确能控性问题.从倒向随机微分方程观点出发,利用矩量论方法得到了判定控制能量受限下随机精确能控性充要条件,并得到容易判定的充分条件和必要条件.Exact controllability of stochastic control system with control energy constraint is concerned.From the viewpoint of backward stochastic differential equations,we obtain the sufficient and necessary condition which determines linear stochastic systems to be exactly controllable with control constraint by using the method of moment theory.We also get the sufficient condition and necessary condition which are easy to detect.

关 键 词：控制能量受限 随机控制系统 精确能控性 倒向随机微分方程 矩量论方法 概率空间 

分 类 号：TP13[自动化与计算机技术—控制理论与控制工程] O231.3[自动化与计算机技术—控制科学与工程]