This paper investigates the controllability problem of time-variant linear stochastic controlsystems.A sufficient and necessary condition is established for stochastic exact controllability,whichprovides a useful alge...This paper investigates the controllability problem of time-variant linear stochastic controlsystems.A sufficient and necessary condition is established for stochastic exact controllability,whichprovides a useful algebraic criterion for stochastic control systems.Furthermore,when the stochasticsystems degenerate to deterministic systems,the algebraic criterion becomes the counterpart for thecomplete controllability of deterministic control systems.展开更多
基金supported by the National Natural Science Foundation under Grant Nos.60904029 and 60704002the State Key Laboratory under Grant No.RCS2008ZT002
文摘This paper investigates the controllability problem of time-variant linear stochastic controlsystems.A sufficient and necessary condition is established for stochastic exact controllability,whichprovides a useful algebraic criterion for stochastic control systems.Furthermore,when the stochasticsystems degenerate to deterministic systems,the algebraic criterion becomes the counterpart for thecomplete controllability of deterministic control systems.
