Related papers: On Recurrent Reachability for Continuous Linear Dy…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
The Carleman linearization is one of the mainstream approaches to lift a finite-dimensional nonlinear dynamical system into an infinite-dimensional linear system with the promise of providing accurate approximations of the original…
This paper investigates a stochastic linear-quadratic (SLQ, for short) control problem regulated by a time-invariant Markov chain in infinite horizon. Under the $L^2$-stability framework, we study a class of linear backward stochastic…
In this article, the order of some classes of fractional linear differential equations is determined, based on asymptotic behavior of the solution as time tends to infinity. The order of fractional derivative has been proved to be of great…
Discontinuous dynamical systems with grazing solutions are discussed. The group property, continuation of solutions, continuity and smoothness of motions are thoroughly analyzed. A variational system around a grazing solution which depends…
This work discusses the reachability analysis (RA) of Max-Plus Linear (MPL) systems, a class of continuous-space, discrete-event models defined over the max-plus algebra. Given the initial and target sets, we develop algorithms to verify…
Sequential testing problems involve a complex system with several components, each of which is "working" with some independent probability. The outcome of each component can be determined by performing a test, which incurs some cost. The…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
We study the algorithmic complexity of the problem of deciding whether a Linear Time Invariant dynamical system with rational coefficients has bounded trajectories. Despite its ubiquitous and elementary nature in Systems and Control, it…
Reachability analysis of hybrid systems has been used as a safety verification tool to assess offline whether the state of a system is capable of remaining within a designated safe region for a given time horizon. Although it has been…
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…
We consider the dynamics of a linear stochastic approximation algorithm driven by Markovian noise, and derive finite-time bounds on the moments of the error, i.e., deviation of the output of the algorithm from the equilibrium point of an…
We consider the infinite dimensional linear programming (inf-LP) approach for solving stochastic control problems. The inf-LP corresponding to problems with uncountable state and input spaces is in general computationally intractable. By…
We study the decidability of the Skolem Problem, the Positivity Problem, and the Ultimate Positivity Problem for linear recurrences with real number initial values and real number coefficients in the bit-model of real computation. We show…
In this article we study a class of generalised linear systems of difference equations with given boundary conditions and assume that the boundary value problem is non-consistent, i.e. it has infinite many or no solutions. We take into…
This paper studies the large fluctuations of solutions of finite--dimensional affine stochastic neutral functional differential equations with finite memory, as well as related nonlinear equations. We find conditions under which the exact…
We study the computation of lower and upper probabilities of hitting a target set of states for imprecise Markov chains, where transition uncertainty is modelled by a convex set of transition matrices. In the precise case, hitting…
Several reachability problems in finite automata, such as completeness of NFAs and synchronisation of total DFAs, correspond to fundamental properties of sets of nonnegative matrices. In particular, the two mentioned properties correspond…
The reachability analysis of recursive programs that communicate asynchronously over reliable FIFO channels calls for restrictions to ensure decidability. Our first result characterizes communication topologies with a decidable reachability…
We study timed systems in which some timing features are unknown parameters. Parametric timed automata (PTAs) are a classical formalism for such systems but for which most interesting problems are undecidable. Notably, the parametric…