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Related papers: A Mean-Variance Control Framework for Platoon Cont…

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Platooning has been exploited as a method for vehicles to minimize energy consumption. In this article, we present a constraint-driven optimal control framework that yields emergent platooning behavior for connected and automated vehicles…

Robotics · Computer Science 2021-12-20 Logan E. Beaver , Andreas A. Malikopoulos

In this paper, we equip the conventional discrete-time queueing network with a Markovian input process, that, in addition to the usual short-term stochastics, governs the mid- to long-term behavior of the links between the network nodes.…

Systems and Control · Electrical Eng. & Systems 2020-04-07 Richard Schoeffauer , Gerhard Wunder

In this work we provide explicit conditions on the existence of optimal feedback controls for stochastic processes with regime-switching. We use the compactification method which needs less regularity conditions on the coefficients of the…

Optimization and Control · Mathematics 2020-01-14 Jinghai Shao

In this work we provide a computationally tractable procedure for designing affine control policies, applied to constrained, discrete-time, partially observable, linear systems subject to set bounded disturbances, stochastic noise and…

Optimization and Control · Mathematics 2018-11-27 Georgios Kotsalis , Guanghui Lan

We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…

Probability · Mathematics 2024-07-10 Nguyen H. Du , Alexandru Hening , Dang H. Nguyen , George Yin

This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…

Probability · Mathematics 2007-05-23 George Yin , Hanqin Zhang

The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

Probability · Mathematics 2009-01-22 Leonid , Kontorovich , Kavita Ramanan

This paper studies the mean-square stability of heterogeneous LTI vehicular platoons with inter-vehicle communication channels affected by random data loss. We consider a discrete-time platoon system with predecessor following topology and…

Systems and Control · Electrical Eng. & Systems 2022-05-31 Marco A. Gordon , Francisco J. Vargas , Andrés A. Peters

In this paper, we study the problem of control of discrete-time linear time varying systems over uncertain channels. The uncertainty in the channels is modeled as a stochastic random variable. We use exponential mean square stability of the…

Optimization and Control · Mathematics 2014-09-01 Amit Diwadkar , Umesh Vaidya

We propose an open loop control scheme for linear systems with time-varying random elements in the plant's state matrix. This paper focuses on joint chance constraints for potentially time-varying target sets. Under assumption of finite and…

Systems and Control · Electrical Eng. & Systems 2023-08-15 Shawn Priore , Ali Bidram , Meeko Oishi

The problem of maximizing the probability of two trucks being coordinated to merge into a platoon on a highway is considered. Truck platooning is a promising technology that allows heavy vehicles to save fuel by driving with small…

Systems and Control · Computer Science 2017-05-12 Sebastian van de Hoef , Karl H. Johansson , Dimos V. Dimarogonas

This paper is concerned with a stochastic linear-quadratic optimal control problem with regime switching, random coefficients, and cone control constraint. The randomness of the coefficients comes from two aspects: the Brownian motion and…

Optimization and Control · Mathematics 2022-01-07 Ying Hu , Xiaomin Shi , Zuo Quan Xu

We consider a Markov control model in discrete time with countable both state space and action space. Using the value function of a suitable long-run average reward problem, we study various reachability/controllability problems. First, we…

Optimization and Control · Mathematics 2024-06-05 Daniel Avila , Mauricio Junca

Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates fluctuations in a class of random dynamical systems, arising from randomly perturbing a…

Dynamical Systems · Mathematics 2025-05-30 Cecilia González-Tokman , Joshua Peters

The mean-field limit in a weakly interacting stochastic many-particle system for multiple population species in the whole space is proved. The limiting system consists of cross-diffusion equations, modeling the segregation of populations.…

Analysis of PDEs · Mathematics 2019-09-04 Li Chen , Esther S. Daus , Ansgar Jüngel

The concepts of probability, statistics and stochastic theory are being successfully used in structural engineering. Markov Chain modelling is a simple stochastic process model that has found its application in both describing stochastic…

Applications · Statistics 2007-08-14 K. Balaji Rao

This paper investigates a singular stochastic control problem for a multi-dimensional regime-switching diffusion process confined in an unbounded domain. The objective is to maximize the total expected discounted rewards from exerting the…

Optimization and Control · Mathematics 2016-08-02 Qingshuo Song , Chao Zhu

Truck platooning technology enables a group of trucks to travel closely together, with which the platoon can save fuel, improve traffic flow efficiency, and improve safety. In this paper, we consider the platoon coordination problem in a…

Machine Learning · Computer Science 2024-12-03 Dixiao Wei , Peng Yi , Jinlong Lei , Xingyi Zhu

We introduce an ensemble Markov chain Monte Carlo approach to sampling from a probability density with known likelihood. This method upgrades an underlying Markov chain by allowing an ensemble of such chains to interact via a process in…

Computation · Statistics 2021-06-08 Michael Lindsey , Jonathan Weare , Anna Zhang