【作者】 刘峰； 彭实戈；

【Author】 Liu Feng1,Peng S2 1.School of Electronics and Information Engineering,Beijing Jiaotong University,Beijing 100044,P.R.China2.Shandong University,Jinan 270100,P.R.China

【机构】 北京交通大学电子信息工程学院先进控制技术研究所； 山东大学数学与系统科学学院；

【摘要】 研究时变随机控制系统的随机精确能控性问题,利用倒向随机微分方程的方法,给出系统随机精确能控性的充要条件。而且当随机系统退化为确定性系统时,那么这个随机精确能控性的代数判据就变成了确定性系统的能控性判据。更多还原

【Abstract】 This paper is devoted to stochastic exact controllability of stochastic control system,whose coefficient is timedependent.The problem is studied from the viewpoint of Backward Stochastic Differential Equations,we give a sufficient and necessary condition of stochastic exact controllability for stochastic control systems .If stochastic systems degenerate to deterministic systems,the algebraic criterion for stochastic exact controllability becomes the counterpart for complete controllability of linear deterministic control systems.更多还原