We consider a class of pure-state preparation problems for stochastic quantum dynamics, by means of Hamiltonian control, continuous measurement and quantum feedback, in the presence of a Markovian environment. We prove that, whenever suitable dissipative effects are induced either by the unmonitored environment or by continuous-time measurements, open-loop time-invariant control is in principle sufficient to achieve stabilization of the target state (in probability). When this is not sufficient, we show that state stabilization can be attained for a wide class of models by the addition of a switching, filtering-based feedback control Hamiltonian.