Review of the Latest Progress in Controllability of Stochastic Linear Systems and Stochastic GE-Evolution Operator

Zhaoqiang Ge
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Zhaoqiang Ge: School of Mathematics and Statistics, Xi’an Jiaotong University, No. 28, Xianning West Road, Xi’an 710049, China

Mathematics, 2021, vol. 9, issue 24, 1-42

Abstract: According to the spatial dimension, equation type, and time sequence, the latest progress in controllability of stochastic linear systems and some unsolved problems are introduced. Firstly, the exact controllability of stochastic linear systems in finite dimensional spaces is discussed. Secondly, the exact, exact null, approximate, approximate null, and partial approximate controllability of stochastic linear systems in infinite dimensional spaces are considered. Thirdly, the exact, exact null and impulse controllability of stochastic singular linear systems in finite dimensional spaces are investigated. Fourthly, the exact and approximate controllability of stochastic singular linear systems in infinite dimensional spaces are studied. At last, the controllability and observability for a type of time-varying stochastic singular linear systems are studied by using stochastic GE-evolution operator in the sense of mild solution in Banach spaces, some necessary and sufficient conditions are obtained, the dual principle is proved to be true, an example is given to illustrate the validity of the theoretical results obtained in this part, and a problem to be solved is introduced. The main purpose of this paper is to facilitate readers to fully understand the latest research results concerning the controllability of stochastic linear systems and the problems that need to be further studied, and attract more scholars to engage in this research.

Keywords: controllability; observability; stochastic linear systems in finite and infinite dimensional spaces; stochastic singular linear systems in finite and infinite dimensional spaces; semigroup; evolution operator; GE-semigroup; GE-evolution operator; stochastic GE-evolution operator (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2021
References: View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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