On controllability of semilinear stochastic systems in Hilbert spaces

Mahmudov N.

IMA Journal of Mathematical Control and Information, vol.19, no.4, pp.363-376, 2002 (Scopus) identifier

  • Publication Type: Article / Article
  • Volume: 19 Issue: 4
  • Publication Date: 2002
  • Doi Number: 10.1093/imamci/19.4.363
  • Journal Name: IMA Journal of Mathematical Control and Information
  • Journal Indexes: Scopus
  • Page Numbers: pp.363-376
  • Keywords: Approximate controllability, Semilinear stochastic systems, The Nussbaum fixed point theorem
  • Open Archive Collection: Article
  • Azerbaijan State University of Economics (UNEC) Affiliated: No

Abstract

A stochastic linear quadratic optimal control problem which depends on parameter is presented. An approximating control which steers the linear stochastic system from an arbitrary point to a small neighbourhood of an arbitrary point, provided that the linear system is approximately controllable, is found. The approximate controllability of the system by means of the Nussbaum fixed-point theorem is analyzed.