This article is concerned with the exact controllability of a linear stochastic game-based control system (SGBCS) with time-variant random coefficients. Some necessary conditions and sufficient conditions for the exac...
详细信息
This article is concerned with the exact controllability of a linear stochastic game-based control system (SGBCS) with time-variant random coefficients. Some necessary conditions and sufficient conditions for the exact terminal controllability of the SGBCS are obtained. Then, it is proved that the exact controllability of the SGBCS, the nonsingularity of a generalized version of the Gramian matrix, the validity of an observability inequality for the adjoint equation, and the unique solvability of a family of minimization problems are all equivalent. An admissible control for the regulator is constructed in closed form, which can steer the macrostate from any existing initial vector to any desired terminal random variable.
The dual system of general linear time-varying SGBCS is constructed, and notions of exact controllability and exact observability are introduced in this article. Further, it is proved that the exact controllability, t...
详细信息
ISBN:
(纸本)9789881563804
The dual system of general linear time-varying SGBCS is constructed, and notions of exact controllability and exact observability are introduced in this article. Further, it is proved that the exact controllability, the validity of an observability inequality for the adjoint FBSDEs, the solvability of an optimization problem, and the solvability of an norm optimal control problem are all equivalent.
The dual system of general linear time-varying SGBCS is constructed, and notions of exact controllability and exact observability are introduced in this article. Further, it is proved that the exact controllability, t...
详细信息
The dual system of general linear time-varying SGBCS is constructed, and notions of exact controllability and exact observability are introduced in this article. Further, it is proved that the exact controllability, the validity of an observability inequality for the adjoint FBSDEs, the solvability of an optimization problem, and the solvability of an norm optimal control problem are all equivalent.
暂无评论