Arxiv
| Presentation Name： | Controllability Gramian and Kalman Rank Condition for Mean-Field Control Systems |
|---|---|
| Presenter🌍： | 于志勇 教授 |
| Date🛏： | 2020-12-28 |
| Location👨🏽🦰🕟： | 腾讯会议ID：592 163 388 |
| Abstract👷🏻： | This talk 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. |
| Annual Speech Directory： | No.377 |
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