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.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
