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In this paper we investigate the continuum limits of a class of Markov chains. The investigation of such limits is motivated by the desire to model very large networks. We show that under some conditions, a sequence of Markov chains…

Networking and Internet Architecture · Computer Science 2011-06-22 Yang Zhang , Edwin K. P. Chong , Jan Hannig , Donald Estep

Reachability analysis is important for studying optimal control problems and differential games, which are powerful theoretical tools for analyzing and modeling many practical problems in robotics, aircraft control, among other application…

Optimization and Control · Mathematics 2016-03-22 Mo Chen , Claire J. Tomlin

In this paper we propose a novel semi-definite programming approach that solves reach-avoid problems over open (i.e., not bounded a priori) time horizons for dynamical systems modeled by polynomial stochastic differential equations. The…

Optimization and Control · Mathematics 2023-12-22 Bai Xue , Naijun Zhan , Martin Fränzle

A linear control system with quadratic cost functional over infinite time horizon is considered without assuming controllability/stabilizability condition and the global integrability condition for the nonhomogeneous term of the state…

Optimization and Control · Mathematics 2020-08-25 Jianping Huang , Jiongmin Yong , Hua-Cheng Zhou

In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…

Optimization and Control · Mathematics 2026-01-19 Pham Viet Hai , Thanh Quoc Trinh , Phan Tu Vuong

In this paper, we address a collection of state space reachability problems, for linear time-invariant systems, using a minimal number of actuators. In particular, we design a zero-one diagonal input matrix B, with a minimal number of…

Systems and Control · Computer Science 2017-08-17 Vasileios Tzoumas , Ali Jadbabaie , George J. Pappas

Time-invariant finite-dimensional systems, under reasonable continuity assumptions, exhibit the property that if solutions exist for all future times, the set of vectors reachable from a bounded set of initial conditions over bounded time…

Systems and Control · Electrical Eng. & Systems 2026-03-25 Hernan Haimovich , Jose L. Mancilla-Aguilar

In many robotic tasks, agents must traverse a sequence of spatial regions to complete a mission. Such problems are inherently mixed discrete-continuous: a high-level action sequence and a physically feasible continuous trajectory. The…

Robotics · Computer Science 2026-04-21 Lidor Erez , Shahaf S. Shperberg , Ayal Taitler

This paper proposes a finitely terminating algorithm to solve reach-and-stay control problems for nonlinear systems. The algorithm is guaranteed to return a control strategy if the specification is robustly realizable. Such a feature is…

Optimization and Control · Mathematics 2020-04-17 Yinan Li , Jun Liu

We introduce the notion of quantum Markov decision process (qMDP) as a semantic model of nondeterministic and concurrent quantum programs. It is shown by examples that qMDPs can be used in analysis of quantum algorithms and protocols. We…

Quantum Physics · Physics 2014-07-10 Shenggang Ying , Mingsheng Ying

In the paper we develop a general theory of solvability of linear inhomogeneous boundary-value problems for systems of first-order ordinary differential equations in spaces of smooth functions on a finite interval. This problems are set…

Classical Analysis and ODEs · Mathematics 2024-12-10 Vitalii Soldatov

Termination analysis of linear loops plays a key r\^{o}le in several areas of computer science, including program verification and abstract interpretation. Already for the simplest variants of linear loops the question of termination…

Computational Complexity · Computer Science 2020-05-13 Shaull Almagor , Dmitry Chistikov , Joël Ouaknine , James Worrell

We present a methodology for obtaining explicit solutions to infinite time horizon optimal stopping problems involving general, one-dimensional, It\^o diffusions, payoff functions that need not be smooth and state-dependent discounting.…

Computational Finance · Quantitative Finance 2012-10-10 Timothy C. Johnson

We consider a broad class of dynamic programming (DP) problems that involve a partially linear structure and some positivity properties in their system equation and cost function. We address deterministic and stochastic problems, possibly…

Optimization and Control · Mathematics 2026-04-21 Yuchao Li , Dimitri Bertsekas

One of my recent papers transforms an NP-Complete problem into the question of whether or not a feasible real solution exists to some Linear Program. The unique feature of this Linear Program is that though there is no explicit bound on the…

Computational Complexity · Computer Science 2010-03-08 Deepak Ponvel Chermakani

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

Dynamical Systems · Mathematics 2018-05-18 Fikret A. Aliev , N. A. Aliev , N. A. Safarova , K. G. Kasimova , N. I Velieva

In quantum systems theory one of the fundamental problems boils down to: given an initial state, which final states can be reached by the dynamic system in question. Here we consider infinite dimensional open quantum dynamical systems…

Quantum Physics · Physics 2024-03-12 Frederik vom Ende , Gunther Dirr , Michael Keyl , Thomas Schulte-Herbrüggen

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

Computing tight over-approximation of reach sets of a controlled uncertain dynamical system is a common practice in verification of safety-critical cyber-physical systems (CPS). While several algorithms are available for this purpose, they…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Shadi Haddad , Abhishek Halder

Regular model checking is a well-established technique for the verification of regular transition systems (RTS): transition systems whose initial configurations and transition relation can be effectively encoded as regular languages. In…

Formal Languages and Automata Theory · Computer Science 2025-06-24 Javier Esparza , Valentin Krasotin