论文信息 - On the controllability of a class of nonlinear stochastic systems

On the controllability of a class of nonlinear stochastic systems

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.

[1] D. Elworthy. ASYMPTOTIC METHODS IN THE THEORY OF STOCHASTIC DIFFERENTIAL EQUATIONS , 1992 .

[2] J. Klamka. On the global controllability of perturbed nonlinear systems , 1975 .

[3] Yoshifumi Sunahara,et al. On the stochastic observability and controllability for non-linear systems† , 1975 .

[4] Jerzy Zabczyk,et al. Controllability of stochastic linear systems , 1981 .

[5] Hiroshi Kunita. The Support of Diffusion Process and Controllability Problem (PARTIAL DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS) , 1976 .

[6] W. Kliemann. Recurrence and invariant measures for degenerate diffusions , 1987 .

[7] Yoshifumi Sunahara,et al. On stochastic controllability for nonlinear systems , 1974 .