| 控制能量受限下随机控制系统精确能控性 |
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| 引用本文： | 刘雅增,彭实戈.控制能量受限下随机控制系统精确能控性[J].山东大学学报(理学版),1999,34(4):361-366. |
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| 作者姓名： | 刘雅增 彭实戈 |
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| 作者单位： | 山东大学数学与系统科学学院,济南,250100 |
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| 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.
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| 关 键 词： | 随机控制系统 控制受限 精确能控性 倒向随机微分方程 |
| 修稿时间： | 1999-06-09 |
EXACT CONTROLLABILITY OF STOCHASTIC CONTROL SYSTEMS WITH CONTROL ENERGY CONSTRAINT |
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| Liu Yazeng,Peng Shige.EXACT CONTROLLABILITY OF STOCHASTIC CONTROL SYSTEMS WITH CONTROL ENERGY CONSTRAINT[J].Journal of Shandong University,1999,34(4):361-366. |
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| Authors: | Liu Yazeng Peng Shige |
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| Abstract: | 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. |
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| Keywords: | Stochastic control system limited control exact controllability backward stochastic differential equation |
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