Null controllability of an infinite dimensional SDE with state- and control-dependent noise

Authors
Sirbu, M Tessitore, G
Citation
M. Sirbu et G. Tessitore, Null controllability of an infinite dimensional SDE with state- and control-dependent noise, SYST CONTR, 44(5), 2001, pp. 385-394
Citations number
15
Categorie Soggetti
AI Robotics and Automatic Control
Journal title
SYSTEMS & CONTROL LETTERS
ISSN journal
01676911 → ACNP
Volume
44
Issue
5
Year of publication
2001
Pages
385 - 394
Database
ISI
SICI code
0167-6911(200112)44:5<385:NCOAID>2.0.ZU;2-S
Abstract
We consider a controlled stochastic linear differential equation with state - and control-dependent noise in a Hilbert space H. We investigate the rela tion between the null controllability of the equation and the existence of the solution of "singular" Riccati operator equations. Moreover, for a fixe d interval of time, the null controllability is characterized in terms of t he dual state. Examples of stochastic PDEs are also considered. (C) 2001 El sevier Science B.V. All rights reserved.