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 |
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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 Arapostathis | 1 | 192 | 34.43 |
R.K. George | 2 | 10 | 3.45 |
Mrinal K. Ghosh | 3 | 28 | 9.78 |