Controllability of linear stochastic systems in Hilbert spaces

Mahmudov N.

Journal of Mathematical Analysis and Applications, vol.259, no.1, pp.64-82, 2001 (SCI-Expanded) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 259 Say: 1
  • Nəşr tarixi: 2001
  • Doi nömrəsi: 10.1006/jmaa.2000.7386
  • jurnalın adı: Journal of Mathematical Analysis and Applications
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Səhifə sayı: pp.64-82
  • Açar sözlər: Controllability, Linear system, Stochastic controllability
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Yox

Qısa məlumat

The classical theory of controllability for deterministic systems is extended to linear stochastic systems defined on infinite-dimensional Hilbert spaces. Three types of stochastic controllability are studied: approximate, complete, and S-controllability. Tests for complete, approximate, and S-controllabilities are proved and the relation between the controllability of linear stochastic systems and the controllability of the corresponding deterministic systems is studied. © 2001 Academic Press.