On stochastic controllability for nonlinear systems

Abstract

Both the stochastic ε-controllability and the stochastic controllability with probability one are first defined. Second, by using a stochastic Lyapunov-like approach, several theorems are developed which give sufficient conditions for the stochastic controllability defined for an important class of nonlinear stochastic systems. A theorem of stochastic uncontrollability is also presented, giving sufficient conditions for stochastic uncontrollability for a class of nonlinear systems. Finally, the relation between the deterministic controllability and the stochastic one is comparatively discussed.