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This paper studies properties of a subdifferential defined using a generalized conjugation scheme. We relate this subdifferential together with the domain of an appropriate conjugate function and the {\epsilon}-directional derivative. In…

Optimization and Control · Mathematics 2025-01-15 M. D. Fajardo , J. Vidal-Nunez

The local regularity of functional time series is studied under $L^p-m-$appro\-ximability assumptions. The sample paths are observed with error at possibly random design points. Non-asymptotic concentration bounds of the regularity…

Statistics Theory · Mathematics 2024-03-21 Hassan Maissoro , Valentin Patilea , Myriam Vimond

Through a regularization procedure, few approximation schemes of the local time of a large class of one dimensional processes are given. We mainly consider the local time of continuous semimartingales and reversible diffusions, and the…

Probability · Mathematics 2007-09-05 Blandine Berard Bergery , Pierre Vallois

We abstractly formulate an analytic problem that arises naturally in the study of coordination in multi-agent systems. Let I be a set of arbitrary cardinality (the set of actions) and assume that for each pair of distinct actions (i,j), we…

Combinatorics · Mathematics 2013-04-23 Yannai A. Gonczarowski

Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models - called conjugate…

Statistics Theory · Mathematics 2017-05-05 Eduardo Horta , Flavio Ziegelmann

Robustness guarantees are important properties to be looked for during control design. They ensure stability of closed-loop systems in face of uncertainties, unmodeled effects and bounded disturbances. While the theory on robust stability…

Systems and Control · Electrical Eng. & Systems 2022-10-10 Samuele Zoboli , Daniele Astolfi , Vincent Andrieu

Reachable set computation is an important tool for analyzing control systems. Simulating a control system can show general trends, but a formal tool like reachability analysis can provide guarantees of correctness. Reachability analysis for…

Systems and Control · Electrical Eng. & Systems 2025-05-07 Chelsea Sidrane , Jana Tumova

This paper introduces a novel approach to the optimal control of linear discrete-time systems subject to bounded disturbances. Our approach is based on the newly established duality between ellipsoidal approximations of reachable and hardly…

Systems and Control · Electrical Eng. & Systems 2024-09-20 Egor Dogadin , Alexey Peregudin , Dmitriy Shirokih

The equivalence of regularity of a Q-matrix with its bounded perturbations is proved and a integration by parts formula is established for the associated Feller minimal transition functions.

Probability · Mathematics 2016-11-07 Pei-Sen Li

This paper is concerned with the exact controllability of discrete-time stochastic system which is one of the basic problems of modern control theory. Though the exact controllability of continuous-time system governed by Ito stochastic…

Optimization and Control · Mathematics 2024-01-01 Juanjuan Xu , Huanshui Zhang

Dynamical low-rank approximation in the Tucker tensor format of given large time-dependent tensors and of tensor differential equations is the subject of this paper. In particular, a discrete time integration method for rank-constrained…

Numerical Analysis · Mathematics 2017-09-11 Christian Lubich , Bart Vandereycken , Hanna Walach

The main objective of this article is to develop a matrix pencil approach for the study of the controllability and reachability of a class of linear singular discrete time systems. The description equation of a practical system may be…

Optimization and Control · Mathematics 2014-06-06 Charalambos P. Kontzalis , Grigoris Kalogeropoulos

In this manuscript we would like to address the classical optimization problem of minimizing a proper, convex and lower semicontinuous function via the second order in time dynamics, combining viscous and Hessian-driven damping with a…

Optimization and Control · Mathematics 2023-03-20 Mikhail Karapetyants

We consider in this paper the regularity problem for time-optimal trajectories of a single-input control-affine system on a n-dimensional manifold. We prove that, under generic conditions on the drift and the controlled vector field, any…

Optimization and Control · Mathematics 2018-05-23 Francesco Boarotto , Mario Sigalotti

Continuous time (CT) and discrete time (DT) linear time invariant (LTI) systems are commonly introduced through distinct mathematical formalisms, which can obscure their underlying dynamical equivalence. This tutorial presents a unified…

Signal Processing · Electrical Eng. & Systems 2026-02-17 Luca Giangrande

These notes contains an introduction to the theory of Brownian and diffusion local time, as well as its relations to the Tanaka Formula, the extended Ito-Tanaka formula for convex functions, the running maximum process, and the theory of…

Probability · Mathematics 2015-12-31 Tomas Björk

We study synchronization for linearly coupled temporal networks of heterogeneous time-dependent nonlinear agents via the convergence of attracting trajectories of each node. The results are obtained by constructing and studying the…

Dynamical Systems · Mathematics 2024-10-23 Hildeberto Jardón-Kojakhmetov , Christian Kuehn , Iacopo P. Longo

Time distributed optimization is an implementation strategy that can significantly reduce the computational burden of model predictive control by exploiting its robustness to incomplete optimization. When using this strategy, optimization…

Optimization and Control · Mathematics 2020-04-14 Dominic Liao-McPherson , Marco Nicotra , Ilya Kolmanovsky

The basic module for the solution of the minimum time optimal control of a car-like vehicle is herein presented. The vehicle is subject to the effect of laminar (linear) and aerodynamic (quadratic) drag, taking into account the asymmetric…

Numerical Analysis · Mathematics 2016-04-12 Enrico Bertolazzi , Marco Frego

We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

Optimization and Control · Mathematics 2023-03-13 Jeremy Chichportich , Idris Kharroubi