Exact Controllability for Stochastic Linear Game-Based Control Systems
Professor Zhiyong YU
Date & Time
17 Apr 2023 (Mon) | 03:30 PM - 04:30 PM
Venue
Online Via Zoom
ABSTRACT
Motivated by the self-pursuit of controlled objects, we consider the exact controllability of a linear stochastic game-based control system (SGBCS, for short) generated by a linear-quadratic Nash game. A Gram-type criterion for the general time-varying random coefficients case and a Kalman-type criterion for the special time-invariant deterministic coefficients case are obtained. At the same time, the equivalence between the exact controllability of this SGBCS and the exact observability of a dual system is established. Moreover, an admissible control that can steer the state from any initial vector to any terminal random variable is consturcted in closed form.