Abstract:Abstract. In this paper we study the exact null-controllability property for a class of controlled PDMP of switch type with switch-dependent, piecewise linear dynamics and multiplicative jumps. First, we show that exact null-controllability induces a controllability metric. This metric is linked to a class of backward stochastic Riccati equations. Using arguments similar to the euclidian-valued BSDE in [4], the equation is shown to be equivalent to an iterative family of deterministic Riccati equations that ar… Show more
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