Have you ever been doing something and had your mother shout, "STOP!" It definitely controlled your actions, didn't it?
There is no known way of controlling the brains of others with any regularity, though the famous fungus O. unilateralis did manage to control the mind of an ant. But if you really think about it, controlling someone's actions through sound is no different than controlling them through absolutely any other sensory mechanism.
It is known that some infrasonic frequencies (very low frequencies, like <32Hz) can cause agitation in people. It can be quite an uncomfortable feeling. This could be used by a skilled manipulator to put people into a mindset which is easier to manipulate. I'd still say it's the manipulator causing the effect, rather than the sound, but that might still meet your needs.
Of course, the brain is an incredibly complicated system. Who knows what sorts of surprises might happen with precisely the exact right series of loud sounds. The idea is akin to that from Snow Crash, by Neil Stephenson. The only issue is that there's no biological evidence to support it. But the brain is complex enough, that maybe there's something that we've simply never experienced in 100,000 years of evolution which takes out our minds. It would be akin to believing in Pai Mei's Five Point Palm Exploding Heart Technique, which we can't disprove, but we can shake our heads at disapprovingly.
Of course, if such a technique worked, you could be 100% certain that it would have been weaponized and we'd have seen it deployed by now. So that should give you a great deal of confidence that it just doesn't work. On the other hand, maybe it did work. Maybe it's working right now. Maybe it's working on us, right, now, like a low level perception filter, convincing us that it's impossible (well, convincing me, mostly). This storyline was explored in Dr. Who with The Silence. Fortunately, I was able to type all of that, and I have yet to observe any tally marks on my arms, so I think we're okay... for now
A fun philosophical question would be, if you are controlling their minds, and they do something, can they do something they don't want to do? Or, by definition, are they doing exactly what their brain wants to do?