学术报告(于志勇 12.15)
Controllability Gramian and Kalman Rank Condition for Mean-Field Control Systems
发布人:杨晓静
发布日期:2020-12-10
主题
Controllability Gramian and Kalman Rank Condition for Mean-Field Control Systems
活动时间
-
活动地址
腾讯会议, 收听账号及密码:576672923
主讲人
于志勇教授 山东大学必赢唯一官方网站
主持人
黄永辉
摘要:
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.