{
  "id": "1603.07789",
  "version": "v1",
  "published": "2016-03-25T00:49:31.000Z",
  "updated": "2016-03-25T00:49:31.000Z",
  "title": "Exact Controllability of Linear Stochastic Differential Equations and Related Problems",
  "authors": [
    "Yanqing Wang",
    "Donghui Yang",
    "Jiongmin Yong",
    "Zhiyong Yu"
  ],
  "categories": [
    "math.OC"
  ],
  "abstract": "A notion of $L^p$-exact controllability is introduced for linear controlled (forward) stochastic differential equations, for which several sufficient conditions are established. Further, it is proved that the $L^p$-exact controllability, the validity of an observability inequality for the adjoint equation, the solvability of an optimization problem, and the solvability of an $L^p$-type norm optimal control problem are all equivalent.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-03-25T00:49:31.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "linear stochastic differential equations",
      "exact controllability",
      "related problems",
      "type norm optimal control problem",
      "observability inequality"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2016arXiv160307789W"
    }
  }
}