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Robust controllability of linear stochastic uncertain systems. (English) Zbl 1098.93006

Summary: The paper extends the concept of robust controllability via linear state feedback to stochastic uncertain systems. We show that the controllability of a stochastic uncertain system can be characterized using solutions to a game-type differential Riccati equation.

MSC:

93B05 Controllability
93B35 Sensitivity (robustness)
93C41 Control/observation systems with incomplete information
93E03 Stochastic systems in control theory (general)
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