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We consider a family of singular maps as an example of a simple model of dynamical systems exhibiting the property of robust chaos on a well defined range of parameters. Critical boundaries separating the region of robust chaos from the…

Chaotic Dynamics · Physics 2008-05-20 M. G. Cosenza , O. Alvarez-LLamoza

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic…

Adaptation and Self-Organizing Systems · Physics 2009-01-09 Carmen Pellicer-Lostao , Ricardo Lopez-Ruiz

Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…

Statistical Mechanics · Physics 2025-09-05 Jiayao Shao , Tobias Grafke , Robert S. MacKay

This paper investigates the synthesis of distributed economic control algorithms under which dynamically coupled physical systems are regulated to a variational equilibrium of a constrained convex game. We study two complementary cases: (i)…

Optimization and Control · Mathematics 2021-08-25 Yang Lu , Minghui Zhu

In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…

Optimization and Control · Mathematics 2023-08-22 Yueyang Zheng , Yaozhong Hu

In this paper targetability of chaotic sets with small controls is discussed by virtue of some results of geometric control theory. It is proved that given a chaotic set {\Lambda}, it is possible to steer a orbit in to every final state in…

Chaotic Dynamics · Physics 2010-12-23 Xiao-Song Yang

A novel set-theoretical approach to hands-off control is proposed, focusing on spatial arguments for command limitation rather than temporal ones. By employing dynamical feedback alongside invariant set-based constraints, actuation is…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Andrei Sperilă , Sorin Olaru , Stéphane Drobot

We assume that an individual invests in a financial market with one riskless and one risky asset, with the latter's price following a diffusion with stochastic volatility. In the current financial market especially, it is important to…

Portfolio Management · Quantitative Finance 2011-05-06 Erhan Bayraktar , Xueying Hu , Virginia R. Young

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical…

Statistical Finance · Quantitative Finance 2015-03-10 Philip Rinn , Yuriy Stepanov , Joachim Peinke , Thomas Guhr , Rudi Schäfer

We uncover and characterize different chaotic transport scenarios on perfect periodic surfaces by controlling the chaotic dynamics of particles subjected to periodic external forces in the absence of a ratchet effect. After identifying…

Chaotic Dynamics · Physics 2010-03-26 R. Chacon , A. M. Lacasta

We consider a system that is exactly controllable. For given initial state, terminal state and objective function, an optimal control is often well-defined. Such an optimal control has the disadvantage that although it works perfectly well…

Optimization and Control · Mathematics 2013-07-08 Martin Gugat

In many complex systems, large events are believed to follow power-law, scale-free probability distributions, so that the extreme, catastrophic events are unpredictable. Here, we study coupled chaotic oscillators that display extreme…

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…

Optimization and Control · Mathematics 2010-09-08 Debasish Chatterjee , Daniel Liberzon

We discuss how to characterize the behavior of a chaotic dynamical system depending on a parameter that varies periodically in time. In particular, we study the predictability time, the correlations and the mean responses, by defining a…

chao-dyn · Physics 2009-10-28 A Crisanti , M. Falcioni , G. Lacorata , R. Purini , A. Vulpiani

The main purpose of this paper is to present a general method for the controllability of the stability of a system of fractional-order differential equations around its equilibrium states. This method is applied to analyze and control the…

Dynamical Systems · Mathematics 2022-10-25 Gheorghe Ivan

Many interactions result in a socially suboptimal equilibrium, or in a non-equilibrium state, from which arriving at an equilibrium through simple dynamics can be impossible of too long. Aiming to achieve a certain equilibrium, we persuade,…

Computer Science and Game Theory · Computer Science 2023-12-07 Gleb Polevoy , Jonas Schweichhart

This paper proposes an algorithm capable of driving a system to follow a piecewise linear trajectory without prior knowledge of the system dynamics. Motivated by a critical failure scenario in which a system can experience an abrupt change…

Robotics · Computer Science 2025-10-06 Taha Shafa , Yiming Meng , Melkior Ornik

Mean field optimal control problems are a class of optimization problems that arise from optimal control when applied to the many body setting. In the noisy case one has a set of controllable stochastic processes and a cost function that is…

Optimization and Control · Mathematics 2021-08-11 Pierfrancesco Urbani

This paper addresses the problem of stabilizing a part of variables for control systems described by stochastic differential equations of the Ito type. The considered problem is related to the asymptotic stability property of invariant sets…

Optimization and Control · Mathematics 2020-02-07 Alexander Zuyev , Iryna Vasylieva

Dynamical control of biological systems is often restricted by the practical constraint of unidirectional parameter perturbations. We show that such a restriction introduces surprising complexity to the stability of one-dimensional map…

Chaotic Dynamics · Physics 2009-10-31 Kevin Hall , David J. Christini