Title
On the controllability of a class of nonlinear stochastic systems
Abstract
We study the controllability properties of the class of stochastic differential systems characterized by a linear controlled diffusion perturbed by a bounded 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 such that the hitting time of the set has a finite expectation with respect to all initial conditions
Year
DOI
Venue
2001
10.1109/CDC.1998.758468
Systems & Control Letters
Keywords
Field
DocType
Stochastic controllability,Diffusions,Recurrence
Mathematical optimization,Nonlinear system,Controllability,Control theory,Distributed parameter system,Lipschitz continuity,Hitting time,State space,Mathematics,Open set,Bounded function
Journal
Volume
Issue
ISSN
2
1
0191-2216
ISBN
Citations 
PageRank 
0-7803-4394-8
4
1.54
References 
Authors
0
3
Name
Order
Citations
PageRank
Ari Arapostathis119234.43
R.K. George2103.45
Mrinal K. Ghosh3289.78