Related papers: On the risk-sensitive escape control for diffusion…
We prove a Carleman estimate for a one-dimensional parabolic equation which degenerates at one extremity of the domain and has a bounded, time dependent coefficient multiplying the diffusion term. Then we use the estimate to show the null…
In this paper, we consider a risk-averse decision problem for controlled-diffusion processes, with dynamic risk measures, in which there are two risk-averse decision makers (i.e., {\it leader} and {\it follower}) with different risk-averse…
This paper addresses the problem of distributed resilient state estimation and control for linear time-invariant systems in the presence of malicious false data injection sensor attacks and bounded noise. We consider a system operator…
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…
We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…
We present a general control-theoretic framework for constructing and analyzing random decoupling schemes, applicable to quantum dynamical control of arbitrary finite-dimensional composite systems. The basic idea is to design the control…
Diffusion, a fundamental internal mechanism emerging in many physical processes, describes the interaction among different objects. In many learning tasks with limited training samples, the diffusion connects the labeled and unlabeled data…
We study a class of two-sided optimal control problems of general linear diffusions under a so-called Poisson constraint: the controlling is only allowed at the arrival times of an independent Poisson signal processes. We give a weak and…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…
This paper is concerned with the problem of controlling a system of constrained dynamic subsystems in a way that balances the performance degradation of decentralized control with the practical cost of centralized control. We propose a…
Motivated by the development and deployment of large-scale dynamical systems, often composed of geographically distributed smaller subsystems, we address the problem of verifying their controllability in a distributed manner. In this work…
We introduce a novel data-driven method to mitigate the risk of cascading failures in delayed discrete-time Linear Time-Invariant (LTI) systems. Our approach involves formulating a distributionally robust finite-horizon optimal control…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
This paper formulates a framework for the analysis and distributed control of interconnected systems from the behavioural perspective. The discussions are carried out from the viewpoint of set theory and the results are completely…
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…
Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of this manuscript is to explain, from a PDE perspective, how…
This paper considers a risk-constrained infinite-horizon optimal control problem and proposes to solve it in an iterative manner. Each iteration of the algorithm generates a trajectory from the starting point to the target equilibrium state…
Timeout control is a simple mechanism used when direct feedback is either impossible, unreliable, or too costly, as is often the case in distributed systems. Its effectiveness is determined by a timeout threshold parameter and our goal is…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
In this paper, we provide for the first time an automated, correct-by-construction, controller synthesis scheme for a class of infinite dimensional stochastic systems, namely, retarded jump-diffusion systems. First, we construct finite…