Related papers: Stability of hybrid Levy systems
We present a method for the steady state optimization of nonlinear delay differential equations. The method ensures stability and robustness, where a system is called robust if it remains stable despite uncertain parameters. Essentially, we…
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…
Multistable L\'evy motions are extensions of L\'evy motions where the stability index is allowed to vary in time. Several constructions of these processes have been introduced recently, based on Poisson and Ferguson-Klass-LePage series…
This paper considers the classical SIR epidemic model driven by a multidimensional L\'evy jump process. We consecrate to develop a mathematical method to obtain the asymptotic properties of the perturbed model. Our method differs from…
We study asymptotic properties of maximum likelihood estimators of drift parameters for a jump-type Heston model based on continuous time observations, where the jump process can be any purely non-Gaussian L\'evy process of not necessarily…
Switched linear hyperbolic partial differential equations are considered in this paper. They model infinite dimensional systems of conservation laws and balance laws, which are potentially affected by a distributed source or sink term. The…
This paper studies the problem of stabilization of a nonlinear system with time-varying delays in both sensing and actuation using event-triggered control. Our proposed strategy seeks to opportunistically minimize the number of control…
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…
Discrete-time systems under aperiodic sampling may serve as a modeling abstraction for a multitude of problems arising in cyber-physical and networked control systems. Recently, model- and data-based stability conditions for such systems…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
Hybrid systems with memory are dynamical systems exhibiting both hybrid and delay phenomena. In this note, we study the asymptotic stability of hybrid systems with memory using generalized concepts of solutions. These generalized solutions,…
This paper studies a class of optimal multiple stopping problems driven by L\'evy processes. Our model allows for a negative effective discount rate, which arises in a number of financial applications, including stock loans and real…
In this paper, we study stabilizability of discrete-time switched linear systems where the switching signal is considered as an arbitrary disturbance (and not a control variable). We characterize feedback stabilization via necessary and…
We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…
We use the mean exit time to quantify macroscopic dynamical behaviors of stochastic dynamical systems driven by tempered L\'evy fluctuations, which are solutions of nonlocal elliptic equations. Firstly, we construct a new numerical scheme…
The first hitting times of a stochastic process, i.e., the first time a process reaches a particular level, are of significant interest across various scientific disciplines, including biology, chemistry, and economics. We modify the…
Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…
Algorithms having uniform convergence with respect to their initial condition (i.e., with fixed-time stability) are receiving increasing attention for solving control and observer design problems under time constraints. However, we still…
In this paper we consider storage and inventory systems. Our aim is to apply and review main results of the fluctuation theory of stochastic processes in the context of storage and inventory modeling. We describe systems where the inflow is…
This report considers a variable step time discretization algorithm proposed by Dahlquist, Liniger and Nevanlinna and applies the algorithm to the unsteady Stokes/Darcy model. Although long-time forgotten and little explored, the algorithm…