On controllability of semilinear stochastic systems in Hilbert spaces

Mahmudov , Nazim

doi:10.1093/imamci/19.4.363

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)

Nəşrin Növü: Article / Article
Cild: 19 Say: 4
Nəşr tarixi: 2002
Doi nömrəsi: 10.1093/imamci/19.4.363
jurnalın adı: IMA Journal of Mathematical Control and Information
Jurnalın baxıldığı indekslər: Scopus
Səhifə sayı: pp.363-376
Açar sözlər: Approximate controllability, Semilinear stochastic systems, The Nussbaum fixed point theorem
Açıq Arxiv Kolleksiyası: Məqalə
Adres: Yox

Qısa məlumat

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.