We consider a controlled stochastic linear differential equation with state- and control-dependent noise in a Hilbert space H. We investigate the relation between the null controllability of the equation and the existence of the solution of "singular" Riccati operator equations. Moreover, for a fixed interval of time, the null controllability is characterized in terms of the dual state. Examples of stochastic PDEs are also considered. © 2001 Elsevier Science B.V. All rights reserved.

Sirbu, M., Tessitore, G. (2001). Null controllability of an infinite dimensional SDE with state- and control-dependent noise. SYSTEMS & CONTROL LETTERS, 44(5), 385-394 [10.1016/S0167-6911(01)00158-X].

Null controllability of an infinite dimensional SDE with state- and control-dependent noise

TESSITORE, GIANMARIO
2001

Abstract

We consider a controlled stochastic linear differential equation with state- and control-dependent noise in a Hilbert space H. We investigate the relation between the null controllability of the equation and the existence of the solution of "singular" Riccati operator equations. Moreover, for a fixed interval of time, the null controllability is characterized in terms of the dual state. Examples of stochastic PDEs are also considered. © 2001 Elsevier Science B.V. All rights reserved.
Articolo in rivista - Articolo scientifico
Stochastic differential equations
English
2001
44
5
385
394
none
Sirbu, M., Tessitore, G. (2001). Null controllability of an infinite dimensional SDE with state- and control-dependent noise. SYSTEMS & CONTROL LETTERS, 44(5), 385-394 [10.1016/S0167-6911(01)00158-X].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/18201
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