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In this paper, we investigate system theoretic properties of transient average constrained economic model predictive control (MPC) without terminal constraints. We show that the optimal open-loop solution passes by the optimal steady-state…

Systems and Control · Electrical Eng. & Systems 2020-10-21 Mario Rosenfelder , Johannes Köhler , Frank Allgöwer

It has recently been shown that small quantum subsystems generically equilibrate, in the sense that they spend most of the time close to a fixed equilibrium state. This relies on just two assumptions: that the state is spread over many…

Quantum Physics · Physics 2015-05-30 Anthony J. Short , Terence C. Farrelly

We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The…

Statistical Mechanics · Physics 2014-10-22 Matteo Polettini , Massimiliano Esposito

The orbit problem is at the heart of symmetry reduction methods for model checking concurrent systems. It asks whether two given configurations in a concurrent system (represented as finite strings over some finite alphabet) are in the same…

Computational Complexity · Computer Science 2015-11-17 Anthony Widjaja Lin , Sanming Zhou

This paper demonstrates the relativity of Computability and Nondeterministic; the nondeterministic is just Turing's undecidable Decision rather than the Nondeterministic Polynomial time. Based on analysis about TM, UM, DTM, NTM, Turing…

Computational Complexity · Computer Science 2015-01-09 Jian-Ming Zhou

In the Mixed Chinese Postman Problem (MCPP), given an edge-weighted mixed graph $G$ ($G$ may have both edges and arcs), our aim is to find a minimum weight closed walk traversing each edge and arc at least once. The MCPP parameterized by…

Data Structures and Algorithms · Computer Science 2016-09-13 Gregory Gutin , Mark Jones , Bin Sheng

We propose a Markov Chain Monte Carlo (MCMC) algorithm based on Gibbs sampling with parallel tempering to solve nonlinear optimal control problems. The algorithm is applicable to nonlinear systems with dynamics that can be approximately…

Optimization and Control · Mathematics 2024-07-10 João Hespanha , Kerem Camsari

Exponential stability of the nonlinear filtering equation is revisited, when the signal is a finite state Markov chain. An asymptotic upper bound for the filtering error due to incorrect initial condition is derived in the case of slowly…

Probability · Mathematics 2007-05-23 P. Chigansky

Main objects of the paper are stationary and weak KAM Hamilton-Jacobi equations on the finite-dimensional torus. The key idea of the paper is to replace the underlying calculus of variations problems with continuous time Markov decision…

Analysis of PDEs · Mathematics 2024-07-17 Yurii Averboukh

An autonomous system of ordinary differential equations in the plane with a centre-saddle bifurcation is considered. The influence of time damped perturbations with power-law asymptotics is investigated. The particular solutions tending at…

Dynamical Systems · Mathematics 2023-10-11 Oskar Sultanov

This paper studies the mean-field Markov decision process (MDP) with the centralized stopping under the non-exponential discount. The problem differs fundamentally from most existing studies on mean-field optimal control/stopping due to its…

Optimization and Control · Mathematics 2025-01-22 Xiang Yu , Fengyi Yuan

This paper deals with stability of discrete-time switched linear systems whose all subsystems are unstable. We present sufficient conditions on the subsystems matrices such that a switched system is globally exponentially stable under a set…

Systems and Control · Electrical Eng. & Systems 2021-11-11 Atreyee Kundu

Understanding the far-from-equilibrium dynamics of dissipative quantum systems, where dissipation and decoherence coexist with unitary dynamics, is an enormous challenge with immense rewards. Often, the only realistic approach is to forgo a…

Statistical Mechanics · Physics 2023-11-06 Lucas Sá

We study the limit behaviour of a generally non-linear ordinary differential equation whose solution is a superadditive generalisation of a stochastic matrix, and provide necessary and sufficient conditions for this solution to be ergodic,…

Probability · Mathematics 2016-09-21 Jasper De Bock

The cutoff phenomenon is an abrupt transition from out of equilibrium to equilibrium undergone by certain Markov processes in the limit where the size of the state space tends to infinity: instead of decaying gradually over time, their…

Probability · Mathematics 2025-08-29 Justin Salez

We set up a rigorous thermodynamic description of reaction-diffusion systems driven out of equilibrium by time-dependent space-distributed chemostats. Building on the assumption of local equilibrium, nonequilibrium thermodynamic potentials…

Statistical Mechanics · Physics 2018-09-12 Gianmaria Falasco , Riccardo Rao , Massimiliano Esposito

Given an infinitesimal perturbation of a discrete-time finite Markov chain, we seek the states that are stable despite the perturbation, \textit{i.e.} the states whose weights in the stationary distributions can be bounded away from $0$ as…

Discrete Mathematics · Computer Science 2016-02-15 Volker Betz , Stephane Le Roux

We consider three equilibrium concepts proposed in the literature for time-inconsistent stopping problems, including mild equilibria, weak equilibria and strong equilibria. The discount function is assumed to be log sub-additive and the…

Probability · Mathematics 2022-11-04 Erhan Bayraktar , Zhenhua Wang , Zhou Zhou

We study certain properties of the function space of autocorrelation functions of Unit Continuous Time Markov Chains (CTMCs). It is shown that under particular conditions, the $L^p$ norm of the autocorrelation function of arbitrary finite…

Probability · Mathematics 2019-08-27 G. Rama Murthy , Douglas G. Down

The problem of response of nonequilibrium systems is currently under intense investigation. We propose a general method of solution of the Liouville Equation for thermostatted particle systems subjected to external forces which retains only…

Statistical Mechanics · Physics 2011-01-19 Matteo Colangeli
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