Abstract
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.
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This research is supported by the National Natural Science Foundation under Grant Nos. 60904029 and 60704002, and the State Key Laboratory under Grant No. RCS2008ZT002.
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Liu, F., Peng, S. On controllability for stochastic control systems when the coefficient is time-variant. J Syst Sci Complex 23, 270–278 (2010). https://doi.org/10.1007/s11424-010-8158-x
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DOI: https://doi.org/10.1007/s11424-010-8158-x