On controllability for stochastic control systems when the coefficient is time-variant |
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| Authors: | Feng Liu Shige Peng |
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| Institution: | 1.School of Electronics and Information Engineering,Beijing Jiaotong University,Beijing,China;2.School of Mathematics and System Sciences,Shandong University,Ji’nan,China |
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| 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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| Keywords: | |
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