Abstract: |
This talk is concerned with the exact controllability of a linear stochastic game-based control system (SGBCS) with time-variant random coefficients. A Gram-type criterion is obtained. At the same time, the equivalence between the exact controllability of this SGBCS and the exact observability of a dual system is established. Moreover, an admissible control that can steer the state from any initial vector to any terminal random variable is constructed in closed form. |
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