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Continuous-time Markov chains are used to model stochastic systems where transitions can occur at irregular times, e.g., birth-death processes, chemical reaction networks, population dynamics, and gene regulatory networks. We develop a…

Machine Learning · Statistics 2022-12-13 Majerle Reeves , Harish S. Bhat

Lyapunov functions are fundamental to establishing the stability of Markovian models, yet their construction typically demands substantial creativity and analytical effort. In this paper, we show that deep learning can automate this process…

Machine Learning · Computer Science 2025-08-26 Yanlin Qu , Jose Blanchet , Peter Glynn

We develop a practical approach to establish the stability, that is, the recurrence in a given set, of a large class of controlled Markov chains. These processes arise in various areas of applied science and encompass important numerical…

Statistics Theory · Mathematics 2015-02-02 Christophe Andrieu , Vladislav B. Tadić , Matti Vihola

Stability margins for linear time-varying (LTV) and switched-linear systems are traditionally computed via quadratic Lyapunov functions, and these functions certify the stability of the system under study. In this work, we show how the more…

Systems and Control · Electrical Eng. & Systems 2020-12-08 Corbin Klett , Matthew Abate , Samuel Coogan , Eric Feron

We explicitly construct global strict Lyapunov functions for rapidly time-varying nonlinear control systems. The Lyapunov functions we construct are expressed in terms of oftentimes more readily available Lyapunov functions for the limiting…

Optimization and Control · Mathematics 2007-05-23 Frederic Mazenc , Michael Malisoff , Marcio S. de Queiroz

It is known that state-dependent, multi-step Lyapunov bounds lead to greatly simplified verification theorems for stability for large classes of Markov chain models. This is one component of the "fluid model" approach to stability of…

Optimization and Control · Mathematics 2012-05-18 Serdar Yüksel , Sean P. Meyn

In this brief note, we investigate some constructions of Lyapunov functions for stochastic discrete-time stabilizable dynamical systems, in other words, controlled Markov chains. The main question here is whether a Lyapunov function in some…

Dynamical Systems · Mathematics 2026-01-01 Pavel Osinenko , Grigory Yaremenko

Analysis of transient stability of strongly nonlinear post-fault dynamics is one of the most computationally challenging parts of Dynamic Security Assessment. This paper proposes a novel approach for assessment of transient stability of the…

Systems and Control · Computer Science 2017-11-01 Thanh Long Vu , Konstantin Turitsyn

This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…

Probability · Mathematics 2023-05-22 Taras Lukashiv , Igor V. Malyk , Maryna Chepeleva , Petr V. Nazarov

While stability analysis is a mainstay for control science, especially computing regions of attraction of equilibrium points, until recently most stability analysis tools always required explicit knowledge of the model or a high-fidelity…

Optimization and Control · Mathematics 2024-09-12 Matteo Tacchi , Yingzhao Lian , Colin Jones

We are studying stationary random processes with conditional polynomial moments that allow a continuous path modification. Processes with continuous path modification, are important because they are relatively easy to simulate. One does not…

Probability · Mathematics 2024-11-21 Paweł J. Szabłowski

This paper provides a first example of constructing Lyapunov functions in a class of piecewise linear systems with limit cycles. The method of construction helps analyze and control complex oscillating systems through novel geometric means.…

Chaotic Dynamics · Physics 2013-07-01 Yian Ma , Ruoshi Yuan , Yang Li , Ping Ao , Bo Yuan

A powerful tool for studying long-term convergence of a Markov process to its stationary distribution is a Lyapunov function. In some sense, this is a substitute for eigenfunctions. For a stochastically ordered Markov process on the…

Probability · Mathematics 2021-03-01 Andrey Sarantsev

Switched affine systems are often used to model and control complex dynamical systems that operate in multiple modes. However, uncertainties in the system matrices can challenge their stability and performance. This paper introduces a new…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Negar Monir , Mahdieh S. Sadabadi , Sadegh Soudjani

We consider the relationship between stationary distributions for stochastic models of reaction systems and Lyapunov functions for their deterministic counterparts. Specifically, we derive the well known Lyapunov function of reaction…

Probability · Mathematics 2015-06-11 David F. Anderson , Gheorghe Craciun , Manoj Gopalkrishnan , Carsten Wiuf

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

We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily…

Optimization and Control · Mathematics 2007-05-23 Frederic Mazenc , Michael Malisoff

We propose a two-phase systematical framework for approximation algorithm design and analysis via Lyapunov function. The first phase consists of using Lyapunov function as an input and outputs a continuous-time approximation algorithm with…

Optimization and Control · Mathematics 2022-09-08 Donglei Du

We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…

Optimization and Control · Mathematics 2022-06-01 Vladimir Yu. Protasov , Rinat Kamalov

Robust stabilization conditions for uncertain switched affine systems subject to a unitary input delay are presented. They are obtained through the Lyapunov framework and a min-switching state-feedback predictive control law. The result…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Gerson Portilla , Carolina Albea , Alexandre Seuret
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