class DefaultController extends Controller {

    public function actionIndex() {
        return $this->render('index');
    }

    public function actionHello() {
        echo 'Hello';
    }
}

<script>
    $.ajax({
        type: "get",
        url: "hello",
        success: function (msg) {
            //do something
        },
        error: function (errormessage) {
            //do something else
        }
    });
</script>