线性随机系统的随机精确能控性

Stochastic Exact Controllability for Linear Stochastic System

基于文献[1]和文献[2]的工作,对线性时变系统的随机精确能控性进行了研究。给出其随机精确能控的一个充要条件,并找到一个控制函数,可以证明这个控制函数是消耗“能量”最小的一个。在线性时变系统中,若控制是有限的,我们也给出了系统随机精确能控性的一个充要条件。

Based on Peng's[1]and Liu's[2] study, the paper gives a sufficient and necessary condition of exact controllability for linear stochastic control system whose coefficient is time-dependent, and gives a control function which is the minimal in consuming 'energy'. Where the control of system is limited, we also give a sufficient and necessary condition of exact controllability for linear stochastic control system.