Abstract
This paper is concerned with the exact controllability of discrete-time stochastic system which is one of the basic problems of modern control theory. Though the exact controllability of continuous-time system governed by Ito stochastic differential equations has been well studied in S. Peng, Progress in Natural Science, 1994, the counterpart of the discrete-time case is still open due to the adaptiveness constraint of the controllers and the solvability challenging of stochastic difference equation with terminal value. The main contribution in this paper is to present both the Gramian matrix criterion and the Rank criterion for the exact controllability of discrete-time stochastic system. The novelty lies in the transformation of the forward stochastic difference equation into a novel backward one.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.