Arapostathis, Ari 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|
|Additional Information:||Copyright of this article belongs to Elsevier Science.|
|Department/Centre:||Division of Physical & Mathematical Sciences > Mathematics|
|Date Deposited:||18 Jul 2008|
|Last Modified:||19 Sep 2010 04:47|
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