| 俞励超.带跳线性随机微分方程的近似能控性[J].数学年刊A辑,2019,40(4):417~426 |
| 带跳线性随机微分方程的近似能控性 |
| Approximate Controllability of Linear Stochastic Differential Equations with Random Jumps |
| Received:March 04, 2018 Revised:February 18, 2019 |
| DOI：10.16205/j.cnki.cama.2019.0031 |
| 中文关键词: Controllability, Possion random measure, LQ optimal control, Riccati equations |
| 英文关键词:Controllability, Possion random measure, LQ optimal control, Riccati equations |
| 基金项目: |
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| 中文摘要: |
| 研究了Poisson随机测度驱动的线性随机微分方程的近似能控性, 通过对偶方法,
得到了近似能控性的一个代数判据: 由方程系数决定的某种不变空间$\textbf{V}$是退化空间~\{0\}.
此外, 还给出了有限步计算验证该判据的程序算法. |
| 英文摘要: |
| The author investigate the approximate controllability of linear
stochastic equations with control acting on the noise terms driven
by Poisson random measures. By a dual approach, an algebraic
criterion for approximate controllability is given: some invariant
linear space $\textbf{V}$ determined by the coefficients of the
equation is the trivial space \{0\}. Furthermore, an iterative
finite scheme to compute the space $\textbf{V}$ is provided. |
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