On controllability of semilinear stochastic systems in Hilbert spaces

被引：33

作者：

Mahmudov, Nazim I. ^{[1
]}

机构：

[1] Department of Mathematics, Eastern Mediterranaen University, Gazimagusa, Mersin 10, Turkey

来源：

IMA Journal of Mathematical Control and Information | 2002年 / 19卷 / 04期

关键词：

Controllability - Functions - Linear control systems - Mathematical operators - Nonlinear control systems;

D O I：

10.1093/imamci/19.4.363

中图分类号：

学科分类号：

摘要：

A stochastic linear quadratic optimal control problem which depends on parameter is presented. An approximating control which steers the linear stochastic system from an arbitrary point to a small neighbourhood of an arbitrary point, provided that the linear system is approximately controllable, is found. The approximate controllability of the system by means of the Nussbaum fixed-point theorem is analyzed.

引用

页码：363 / 376