Controllability Gramian and Kalman rank condition for mean-field control systems
2021
This paper is concerned with the exact controllability of linear mean-field stochastic systems with deterministic coefficients. With the help of the theory of mean-field backward stochastic differential equations (MF-BSDEs, for short) and some delicate analysis, we obtain a mean-field version of the Gramian matrix criterion for the general time-variant case, and a mean-field version of the Kalman rank condition for the special time-invariant case.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
25
References
3
Citations
NaN
KQI