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In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
This paper studies the problem of selecting a minimum-size set of input nodes to guarantee stability of a networked system in the presence of uncertainties and time delays. Current approaches to input selection in networked dynamical…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
The problem of open-loop dynamical control of generic open quantum systems is addressed. In particular, I focus on the task of effectively switching off environmental couplings responsible for unwanted decoherence and dissipation effects.…
In this paper, we consider the cooperative output regulation problem for heterogeneous linear multi-agent systems in the presence of communication constraints. Under standard assumptions on the agents dynamics, we propose a distributed…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
In this paper, we address the problem of closed-loop control of nonlinear dynamical systems subjected to probabilistic uncertainties. More precisely, we design time-varying polynomial feedback controllers to follow the given nominal…
It has been noticed that when the waiting time distribution exhibits a transition from an intermediate time power law decay to a long-time exponential decay in the continuous time random walk model, a transition from anomalous diffusion to…
This paper considers the distributed robust control problems of uncertain linear multi-agent systems with undirected communication topologies. It is assumed that the agents have identical nominal dynamics while subject to different…
This paper studies a basic model of a dynamical distribution network, where the network topology is given by a directed graph with storage variables corresponding to the vertices and flow inputs corresponding to the edges. We aim at…
We consider propagation models that describe the spreading of an attribute, called "damage", through the nodes of a random network. In some systems, the average fraction of nodes that remain undamaged vanishes in the large system limit, a…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
Critical embedded systems have to provide a high level of dependability. In automotive domain, for example, TDMA protocols are largely recommended because of their deterministic behavior. Nevertheless, under the transient environmental…
Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…
We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with…
This study explores the integration of a diffusion control parameter into the chaotic dynamics of a modified bouncing ball model. By extending beyond simple elastic collisions, the model introduces elements that affect the diffusive…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
This paper studies the distributed L2-gain control problem for continuous-time large-scale systems under Round-Robin communication protocol. In this protocol, each sub-controller obtains its own subsystem's state information continuously,…
Investigate the stochastic dynamic non-linear system with the Wiener and the Poisson perturbations. For such systems we construct the program control with probability one, which allows this system to move on the given trajectory. In this…