Name
Title | ||
|---|---|---|
Null controllability of an infinite dimensional SDE with state- and control-dependent noise |
Abstract | ||
|---|---|---|
We consider a controlled stochastic linear differential equation with state- and control-dependent noise in a Hilbert space H. We investigate the relation between the null controllability of the equation and the existence of the solution of “singular” Riccati operator equations. Moreover, for a fixed interval of time, the null controllability is characterized in terms of the dual state. Examples of stochastic PDEs are also considered. |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1016/S0167-6911(01)00158-X | Systems & Control Letters |
Keywords | Field | DocType |
Stochastic equations,Null controllability,Hilbert spaces,Riccati equation,Backward stochastic equations | Hilbert space,Differential equation,Mathematical optimization,Controllability,Linear differential equation,Mathematical analysis,Stochastic differential equation,Riccati equation,Operator (computer programming),Stochastic partial differential equation,Mathematics | Journal |
Volume | Issue | ISSN |
44 | 5 | 0167-6911 |
Citations | PageRank | References |
7 | 5.55 | 0 |
Authors | ||
2 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Mihai Sı̂rbu | 1 | 7 | 5.55 |
| Gianmario Tessitore | 2 | 35 | 13.55 |