On controllability of nonlinear stochastic systems

Sakthivel R., Kim J., Mahmudov N.

Reports on Mathematical Physics, vol.58, no.3, pp.433-443, 2006 (SCI-Expanded, Scopus) identifier

  • Nəşrin Növü: Article / Article
  • Cild: 58 Say: 3
  • Nəşr tarixi: 2006
  • Doi nömrəsi: 10.1016/s0034-4877(06)80963-8
  • jurnalın adı: Reports on Mathematical Physics
  • Jurnalın baxıldığı indekslər: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Səhifə sayı: pp.433-443
  • Açar sözlər: Brownian motion, controllability, fixed point theorem, nonlinear stochastic system
  • Açıq Arxiv Kolleksiyası: Məqalə
  • Adres: Yox

Qısa məlumat

In this paper, complete controllability for nonlinear stochastic systems is studied. First this paper addresses the problem of complete controllability of nonlinear stochastic systems with standard Brownian motion. Then this result is extended to establish complete controllability criterion for stochastic systems with fractional Brownian motion. A fixed point approach is employed for achieving the required result. The solutions are given by a variation of constants formula which allows us to study the complete controllability for nonlinear stochastic systems. In this paper, we prove the complete controllability of nonlinear stochastic system under the natural assumption that the associated linear control system is completely controllable. Finally, an illustrative example is provided to show the usefulness of the proposed technique. © 2006 Polish Scientific Publishers PWN.