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

Systems and Control Letters

Volumn 44, Issue 5, 2001, Pages 385-394

  Sîrbu, Mihai ^a   Tessitore, Gianmario ^b  

^a CARNEGIE MELLON UNIVERSITY   (United States)

^b UNIVERSITY OF GENOA   (Italy)

Author keywords

Backward stochastic equations; Hilbert spaces; Null controllability; Riccati equation; Stochastic equations

Indexed keywords

CONTROLLABILITY; LINEAR EQUATIONS; PARTIAL DIFFERENTIAL EQUATIONS; RICCATI EQUATIONS; SPURIOUS SIGNAL NOISE;

CONTROL-DEPENDENT NOISE; HILBERT SPACES; STOCHASTIC EQUATIONS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0035861358     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(01)00158-X     Document Type: Article

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