Special Session 29: Mean field stochastic control problems and related topics

Exact Controllability for Linear Stochastic Game-Based Control Systems

Zhiyong Yu
Shandong University
Peoples Rep of China
Co-Author(s):    
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.