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- W3087875808 abstract "Abstract This paper is concerned with the exact controllability of linear mean‐field stochastic systems with time‐variant random coefficients. We prove that the exact controllability, the validity of the observability inequality for the dual equation, the unique solvability of a family of optimal control problems, the unique solvability of a family of mean‐field forward‐backward stochastic differential equations (MF‐FBSDEs), and the unique solvability of a family of norm optimal control problems are all equivalent. Therefore, some approaches are provided to investigate the issue of exact controllability." @default.
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- W3087875808 date "2020-09-23" @default.
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- W3087875808 title "Exact controllability of linear mean‐field stochastic systems and observability inequality for mean‐field backward stochastic differential equations" @default.
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- W3087875808 doi "https://doi.org/10.1002/asjc.2443" @default.
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