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This paper develops a comprehensive Markov-based framework for modelling reservoir behaviour and assessing key performance measures such as reliability and resilience. We first formulate a stochastic model for a finite-capacity dam,…

Methodology · Statistics 2026-03-05 M. L. Gámiz , N. Limnios , D. Montoro-Cazorla , M. C. Segovia-García

The problem of p-th moment stability for time-varying stochastic time-delay systems with Markovian switching is investigated in this paper. Some novel stability criteria are obtained by applying the generalized Razumikhin and Krasovskii…

Dynamical Systems · Mathematics 2016-07-11 Bin Zhou , Weiwei Luo

Linear systems governed by continuous-time difference equations cover a wide class of linear systems. From the Lyapunov-Krasovskii approach, we investigate stability for such a class of systems. Sufficient conditions, and in some particular…

Optimization and Control · Mathematics 2013-12-30 S. Damak , M. Di Loreto , W. Lombardi , V Andrieu

This paper addresses the question when the underlying Markov process of a multiclass queueing network is positive Harris recurrent. It is well-known that stability of the fluid limit model is a sufficient condition for this. Hence,…

Probability · Mathematics 2012-09-10 Michael Schönlein

This paper presents new sufficient conditions for convergence and asymptotic or exponential stability of a stochastic discrete-time system, under which the constructed Lyapunov function always decreases in expectation along the system's…

Systems and Control · Computer Science 2019-06-05 Yuzhen Qin , Ming Cao , Brian D. O. Anderson

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

Optimization and Control · Mathematics 2022-06-01 Vladimir Yu. Protasov , Rinat Kamalov

This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

This paper focuses on the dynamical properties of delayed complex balanced systems. We first study the relationship between the stoichiometric compatibility classes of delayed and non-delayed systems. Using this relation we give another way…

Dynamical Systems · Mathematics 2024-03-14 Xiaoyu Zhang , Tian Zhang , Chuanhou Gao

We consider delayed chemical reaction networks with generalized kinetics of product form and show that complex balancing implies that within each positive stoichiometric compatibility class there is a unique positive equilibrium that is…

Dynamical Systems · Mathematics 2024-07-15 Mihály András Vághy , Gábor Szederkényi

We consider a discrete-time Markov chain $(X^t,Y^t)$, $t=0,1,2,...$, where the $X$-component forms a Markov chain itself. Assume that $(X^t)$ is Harris-ergodic and consider an auxiliary Markov chain ${\hat{Y}^t}$ whose transition…

Probability · Mathematics 2013-02-13 Sergey Foss , Seva Shneer , Andrey Tyurlikov

We consider a risk-sensitive optimization of consumption-utility on infinite time horizon where the one-period investment gain depends on an underlying economic state whose evolution over time is assumed to be described by a discrete-time,…

Optimization and Control · Mathematics 2021-11-19 Anindya Goswami , Nimit Rana , Tak Kuen Siu

In this paper, we study pinning control problem of coupled dynamical systems with stochastically switching couplings and stochastically selected controller-node set. Here, the coupling matrices and the controller-node sets change with time,…

Systems and Control · Computer Science 2014-04-29 Yujuan Han , Wenlian Lu , Zhe Li , Tianping Chen

Robust stabilization conditions for uncertain switched affine systems subject to a unitary input delay are presented. They are obtained through the Lyapunov framework and a min-switching state-feedback predictive control law. The result…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Gerson Portilla , Carolina Albea , Alexandre Seuret

Robustness is established for the predictor feedback for linear time-invariant systems with respect to possibly time-varying perturbations of the input delay, with a constant nominal delay. Prior results have addressed qualitatively…

Optimization and Control · Mathematics 2012-07-20 Iasson Karafyllis , Miroslav Krstic

We consider the problem of constructing Lyapunov functions for linear differential equations with delays. For such systems it is known that exponential stability implies the existence of a positive Lyapunov function which is quadratic on…

Dynamical Systems · Mathematics 2007-07-03 Matthew M. Peet , Antonis Papachristodoulou , Sanjay Lall

The presence of a delay in a thermoelastic system destroys the well-posedness and the stabilizing effect of the heat conduction [17]. To avoid this problem we add to the system, at the delayed equation, a Kelvin-Voigt damping. At first, we…

Analysis of PDEs · Mathematics 2020-12-23 Smain Monlay Khatir , Farhat Shel

A class of discrete-time nonlinear positive time-delay switched systems with sector-type nonlinearities is studied. Sufficient conditions for the existence of common and switched diagonal Lyapunov--Krasovskii functionals for this system…

Optimization and Control · Mathematics 2017-10-02 Alexander Aleksandrov , Oliver Mason

This paper addresses stochastic stabilization in case where implementation of control policies is digital, i. e., when the dynamical system is treated continuous, whereas the control actions are held constant in predefined time steps. In…

Dynamical Systems · Mathematics 2022-11-08 Pavel Osinenko , Grigory Yaremenko

By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…

Quantum Physics · Physics 2009-08-07 Adrian A. Budini Paolo Grigolini

This work is devoted to investigate the stability properties of time-delay reset systems. We present a Lyapunov-Krasovskii proposition, which generalizes the available results in the literature, providing results for verifying the stability…

Systems and Control · Computer Science 2016-07-11 Alfonso Baños , Miguel A. Davó