Related papers: Algebraic Invariance Conditions in the Study of Ap…
We propose an explicit, easily-computable algebraic criterion for approximate null-controllability of a class of general piecewise linear switch systems with multiplicative noise. This gives an answer to the general problem left open in…
This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…
In this paper we study the exact null-controllability property for a class of controlled PDMP of switch type with switch-dependent, piecewise linear dynamics and multiplicative jumps. First, we show that exact null-controllability induces a…
This work is devoted to the almost sure stabilization of adaptive control systems that involve an unknown Markov chain. The control system displays continuous dynamics represented by differential equations and discrete events given by a…
This paper deals with some reachability issues for piecewise linear switched systems with time-dependent coefficients and multiplicative noise. Namely, it aims at characterizing data that are almost reachable at some fixed time T > 0…
Motivated by applications arising in networked systems, this work examines controlled regime-switching systems that stem from a mean-variance formulation. A main point is that the switching process is a hidden Markov chain. An additional…
This paper deals with control of partially observable discrete-time stochastic systems. It introduces and studies Markov Decision Processes with Incomplete Information and with semi-uniform Feller transition probabilities. The important…
We investigate absorption, i.e., almost sure convergence to an absorbing state, in time-varying (non-homogeneous) discrete-time Markov chains with finite state space. We consider systems that can switch among a finite set of transition…
Suitable reachability conditions can make two different fixed point semantics of a transition system coincide. For instance, the total and partial expected reward semantics on Markov chains (MCs) coincide whenever the MC at hand is almost…
We present a data-driven model predictive control scheme for chance-constrained Markovian switching systems with unknown switching probabilities. Using samples of the underlying Markov chain, ambiguity sets of transition probabilities are…
In this paper, we establish necessary and sufficient conditions for stable inversion, addressing challenges in non-minimum phase, non-square, and singular systems. An H-Infinity based algebraic approximation is introduced for near-perfect…
This paper focuses on the invariance control problem for discrete-time switched nonlinear systems. The proposed approach computes controlled invariant sets in a finite number of iterations and directly yields a partition-based invariance…
We analyze the properties of degree-preserving Markov chains based on elementary edge switchings in undirected and directed graphs. We give exact yet simple formulas for the mobility of a graph (the number of possible moves) in terms of its…
In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…
This article is concerned with stability analysis and stabilization of randomly switched nonlinear systems. These systems may be regarded as piecewise deterministic stochastic systems: the discrete switches are triggered by a stochastic…
An algebraic characterization of the property of approximate controllability is given, for behaviours of spatially invariant dynamical systems, consisting of distributional solutions, that are periodic in the spatial variables, to a system…
This paper first describes a class of uncertain stochastic control systems with Markovian switching, and derives an It\^o-Liu formula for Markov-modulated processes. And we characterize an optimal control law, which satisfies the…
This paper presents novel stabilizability conditions for switched linear systems with arbitrary and uncontrollable underlying switching signals. We distinguish and study two particular settings: i) the \emph{robust} case, in which the…
We are concerned with the absolute continuity of stationary distributions corresponding to some piecewise deterministic Markov process, being typically encountered in biological models. The process under investigation involves a…
We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption…