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This paper studies the finite-time stability and stabilization of linear discrete time-varying stochastic systems with multiplicative noise. Firstly, necessary and sufficient conditions for finite-time stability are presented via state…

Optimization and Control · Mathematics 2018-06-25 Tianliang Zhang , Feiqi Deng , Weihai Zhang

Incremental stability is a property of dynamical systems ensuring the uniform asymptotic stability of each trajectory rather than a fixed equilibrium point or trajectory. Here, we introduce a notion of incremental stability for stochastic…

Systems and Control · Computer Science 2017-05-08 Pushpak Jagtap , Majid Zamani

In this paper we consider the global stability of solutions of an affine stochastic differential equation. The differential equation is a perturbed version of a globally stable linear autonomous equation with unique zero equilibrium where…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

We asymptotically derive a non-linear Langevin-like equation with non-Gaussian white noise for a wide class of stochastic systems associated with multiple stochastic environments, by developing the expansion method in our previous paper [K.…

Statistical Mechanics · Physics 2015-08-04 Kiyoshi Kanazawa , Tomohiko G. Sano , Takahiro Sagawa , Hisao Hayakawa

This paper is concerned with stability analysis of nonlinear time-varying systems by using Lyapunov function based approach. The classical Lyapunov stability theorems are generalized in the sense that the time-derivative of the Lyapunov…

Dynamical Systems · Mathematics 2017-08-18 Bin Zhou

An optimal control for a dynamical system optimizes a certain objective function. Here we consider the construction of an optimal control for a stochastic dynamical system with a random structure, Poisson perturbations and random jumps,…

Optimization and Control · Mathematics 2023-01-24 Taras Lukashiv , Yuliia Litvinchuk , Igor Malyk , Anna Golebiewska , Petr V. Nazarov

We consider noisy input/state data collected from an experiment on a polynomial input-affine nonlinear system. Motivated by event-triggered control, we provide data-based conditions for input-to-state stability with respect to measurement…

Systems and Control · Electrical Eng. & Systems 2024-02-08 Hailong Chen , Andrea Bisoffi , Claudio De Persis

We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

Probability · Mathematics 2007-05-23 Ramon van Handel

We propose a mechanism which produces periodic variations of the degree of predictability in dynamical systems. It is shown that even in the absence of noise when the control parameter changes periodically in time, below and above the…

chao-dyn · Physics 2009-10-22 A. Crisanti , M. Falcioni , G. Paladin , A. Vulpiani

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…

Probability · Mathematics 2026-03-18 Sarvesh Ravichandran Iyer , Vivek Kumar

Finite-state abstractions are widely studied for the automated synthesis of correct-by-construction controllers for stochastic dynamical systems. However, existing abstraction methods often lead to prohibitively large finite-state models.…

Systems and Control · Electrical Eng. & Systems 2024-04-03 Thom Badings , Licio Romao , Alessandro Abate , Nils Jansen

This article deals with stability of continuous-time switched linear systems under constrained switching. Given a family of linear systems, possibly containing unstable dynamics, we characterize a new class of switching signals under which…

Systems and Control · Computer Science 2017-11-27 Atreyee Kundu , Debasish Chatterjee

This paper studies data-driven stabilization of a class of unknown polynomial systems using data corrupted by bounded noise. Existing work addressing this problem has focused on designing a controller and a Lyapunov function so that a…

Optimization and Control · Mathematics 2025-09-26 Huayuan Huang , M. Kanat Camlibel , Raffaella Carloni , Henk J. van Waarde

Stability and safety are crucial in safety-critical control of dynamical systems. The reach-avoid-stay objectives for deterministic dynamical systems can be effectively handled by formal methods as well as Lyapunov methods with soundness…

Dynamical Systems · Mathematics 2022-06-03 Yiming Meng , Jun Liu

We provide a Lyapunov-function-based method for establishing different types of uniform input-to-state stability (ISS) for time-varying impulsive systems. The method generalizes to impulsive systems with inputs the well-established…

Systems and Control · Computer Science 2020-08-14 Jose L. Mancilla-Aguilar , Hernan Haimovich

The current series of papers is concerned with stochastic stability of monotone dynamical systems by identifying the basic dynamical units that can survive in the presence of noise interference. In the first of the series, for the…

Dynamical Systems · Mathematics 2025-11-18 Jifa Jiang , Xi Sheng , Yi Wang

This article presents tractable and recursively feasible optimization-based controllers for stochastic linear systems with bounded controls. The stochastic noise in the plant is assumed to be additive, zero mean and fourth moment bounded,…

Optimization and Control · Mathematics 2017-03-24 Prabhat K. Mishra , Debasish Chatterjee , Daniel E. Quevedo

This paper investigates the optimal control problem for a class of discrete-time stochastic systems subject to additive and multiplicative noises. A stochastic Lyapunov equation and a stochastic algebra Riccati equation are established for…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Jing Lai , Junlin Xiong , Zhan Shu

This paper presents a detailed Lyapunov-based theory to control and stabilize continuously-measured quantum systems, which are driven by Stochastic Schrodinger Equation (SSE). Initially, equivalent classes of states of a quantum system are…

Quantum Physics · Physics 2021-03-04 Peyman Azodi , Alireza Khayatian , Peyman Setoodeh