Arapostathis, Ari ; George, Raju K. ; Ghosh, Mrinal K. (2001) On the controllability of a class of nonlinear stochastic systems Systems & Control Letters, 44 (1). pp. 25-34. ISSN 0167-6911
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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S01676...
Related URL: http://dx.doi.org/10.1016/S0167-6911(01)00123-2
Abstract
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: | Article |
|---|---|
| Source: | Copyright of this article belongs to Elsevier Science. |
| Keywords: | Stochastic Controllability; Diffusions; Recurrence |
| ID Code: | 11863 |
| Deposited On: | 13 Nov 2010 13:46 |
| Last Modified: | 02 Jun 2011 07:45 |
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