Related papers: A small-gain theorem for nonlinear stochastic syst…
In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…
In this paper, we introduce a compositional scheme for the construction of finite abstractions (a.k.a. symbolic models) of interconnected discrete-time control systems. The compositional scheme is based on small-gain type reasoning. In…
The principal aim of the present work is to explore limit theorems for small random perturbations of dynamical systems with periodic impulse effects, in the limit of vanishing noise intensity. We start with a system whose time evolution is…
The present work provides two alternatives to formulate time-discounted incremental input/output-to-state stability (i-IOSS) as a suitable detectability notion for general nonlinear systems with non-additive disturbances. Both formulations…
We consider a variant of the classical linear quadratic Gaussian regulator (LQG) in which penalties on the endpoint state are replaced by the specification of the terminal state distribution. The resulting theory considerably differs from…
We consider the pullback attractors for non-autonomous dynamical systems generated by stochastic lattice differential equations with non-autonomous deterministic terms. We first establish a sufficient condition for existence of pullback…
Given two nonlinear systems which only violate incremental passivity when their incremental gains are sufficiently small, we give a condition for their negative feedback interconnection to have finite incremental gain, which generalizes the…
An amenable, analytical two-state description of the nonlinear population dynamics of a noisy bistable system driven by a rectangular subthreshold signal is put forward. Explicit expressions for the driven population dynamics, the…
In our pursuit of finding a zero for a monotone and Lipschitz continuous operator $M : \R^n \rightarrow \R^n$ amidst noisy evaluations, we explore an associated differential equation within a stochastic framework, incorporating a correction…
We study a class of systems of stochastic differential equations describing diffusive phenomena. The Smoluchowski-Kramers approximation is used to describe their dynamics in the small mass limit. Our systems have arbitrary state-dependent…
We consider piecewise linear discrete time macroeconomic models, which possess a continuum of equilibrium states. These systems are obtained by replacing rational inflation expectations with a boundedly rational, and genuinely sticky,…
We consider stochastically modeled chemical reaction systems with mass-action kinetics and prove that a product-form stationary distribution exists for each closed, irreducible subset of the state space if an analogous deterministically…
This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction that the first-order derivative of the unknown function is…
This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…
We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…
Linear Response theory aims to predict how added forcing alters the statistical properties of an unforced system. These kinds of questions have been studied predominantly for autonomous dynamical systems, yet many systems in the physical,…
In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic…
We provide a solution to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. The solution is global, employs the predictor approach…
The lifetime of statistical system is introduced. It is supposed that the nonequilibrium statistical operator implicitly contains the lifetime. The operations of taking of invariant part, averaging on initial conditions used in works of…
This letter studies distributed stochastic optimization over a peer-to-peer network when agents can query only zeroth-order function values. We propose ZOOM-PB, a coordinate-sampling distributed zeroth-order method equipped with a…