Yes, all the time. Lucid dreams are controllable, just extremely difficult to create.
The #1 way to have a lucid dream is to create the dream world prior to dreaming, and then force yourself to dream into that dream. Your brain will remember having created the world, and realize your dreaming.
Doesn't work if you instantly fall into a REM sleep though, and usually works better if you wake up 2 hours early, review the world, then force it onto yourself.
The brain is 100% controllable at all times, however having a lucid dream does NOT give you a good night's sleep as your brain is still fully functioning instead of just remembering memories.