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Exact controllability of backward stochastic control system
Wang Xiangrong 1 *,Huang Hong 2 #
1.Shandong University of Science and Technology,College of Information Science and Engineering, Qingdao
2.Shandong University of Science and Technology,College of Information Science and Engineering ,Qingdao
*Correspondence author
#Submitted by
Subject:
Funding: This work is supported by NSFC（No.No.11271007)and The Doctoral Found of the Ministry of Education of Chin）
Opened online:18 October 2013
Accepted by: none
Citation: Wang Xiangrong,Huang Hong.Exact controllability of backward stochastic control system[OL]. [18 October 2013] http://en.paper.edu.cn/en_releasepaper/content/4562493
 
 
Based on the study of Peng[1], this paper gives a necessary condition of exact controllability for backward stochastic control systems, and introduces three equivalent conditions of necessary and sufficient for the system to be exactly controllable when the system is linear. In the end, two examples on the optimal portfolio problem with consumption will be given.
Keywords:control theory;backward stochastic control systems; exact controllability; portfolio
 
 
 

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