English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

Statistical linearization has recently seen a particular surge of interest asa numerically cheap method for robust control of stochastic differentialequations. Although it has already been successfully applied to control complexstochastic systems, accessibility and controllability properties of statisticallinearization, which are key to make the robust control problem well-posed,have not been investigated yet. In this paper, we bridge this gap by providingsufficient conditions for the accessibility and controllability of statisticallinearization. Specifically, we establish simple sufficient algebraicconditions for the accessibility and controllability of statisticallinearization, which involve the rank of the Lie algebra generated by the driftonly. In addition, we show these latter algebraic conditions are essentiallysharp, by means of a counterexample, and that they are generic with respect tothe drift and the initial condition.

On the Accessibility and Controllability of Statistical Linearization for Stochastic Control: Algebraic Rank Conditions and their Genericity