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On the controllability of a class of nonlinear stochastic systems

Arapostathis, Aristotle and George, Raju K and Ghosh, Mrinal K (2001) On the controllability of a class of nonlinear stochastic systems. In: Systems & Control Letters, 44 (1). pp. 25-34.

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We study the controllability properties of the class of stochastic differential systems characterized by a linear controlled diffusion perturbed by a smooth, bounded, uniformly Lipschitz nonlinearity. We obtain conditions that guarantee the weak and strong controllability of the system. Also, given any open set in the state space we construct a control, depending only on the Lipschitz constant and the infinity-norm of the nonlinear perturbation, such that the hitting time of the set has a finite expectation with respect to all initial conditions.

Item Type: Journal Article
Publication: Systems & Control Letters
Publisher: Elsevier Science
Additional Information: Copyright of this article belongs to Elsevier Science.
Keywords: Stochastic controllability;Diffusions;Recurrence.
Department/Centre: Division of Physical & Mathematical Sciences > Mathematics
Date Deposited: 18 Jul 2008
Last Modified: 26 Feb 2019 06:30
URI: http://eprints.iisc.ac.in/id/eprint/15107

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