English
Related papers

Related papers: Stabilization of difference equations with noisy p…

200 papers

This paper is concerned with the large deviation principle of the non-local fractional stochastic reaction-diffusion equation with a polynomial drift of arbitrary degree driven by multiplicative noise defined on unbounded domains. We first…

Probability · Mathematics 2023-05-23 Bixiang Wang

We introduce a novel Lyapunov function for stabilization of linear Vlasov--Fokker--Planck type equations with stiff source term. Contrary to existing results relying on transport properties to obtain stabilization, we present results based…

Optimization and Control · Mathematics 2020-02-12 Michael Herty , Shi Jin , Yuhua Zhu

This paper considers the problem of robust stability and stabilization for linear fractional-order system with nonlinear uncertain parameters, with fractional order 0<a<2. A dynamic output feedback controller, with predetermined order, for…

Optimization and Control · Mathematics 2021-06-25 Pouya Badri , Mahdi Sojoodi , Elyar Zavvari

We investigate a control process described by a linear system of ordinary differential equations with a noise of special type acting to the control parameter. As the cost functional the probability of the final state vector to enter to a…

Optimization and Control · Mathematics 2010-10-05 I. P. Smirnov

This paper is concerned with the output feedback boundary stabilization of general 1-D reaction diffusion PDEs in the presence of an arbitrarily large input delay. We consider the cases of Dirichlet/Neumann/Robin boundary conditions for the…

Optimization and Control · Mathematics 2022-07-13 Hugo Lhachemi , Christophe Prieur

Data-driven control of nonlinear systems with rigorous guarantees is a challenging problem as it usually calls for nonconvex optimization and requires often knowledge of the true basis functions of the system dynamics. To tackle these…

Optimization and Control · Mathematics 2023-03-27 Tim Martin , Thomas B. Schön , Frank Allgöwer

We consider a problem of stochastic optimal control with separable drift uncertainty in strong formulation on a finite horizon. The drift coefficient of the state $Y^{u}$ is multiplicatively influenced by an unknown random variable…

Optimization and Control · Mathematics 2023-11-13 Samuel N. Cohen , Christoph Knochenhauer , Alexander Merkel

We survey some representative results on fuzzy fractional differential equations, controllability, approximate controllability, optimal control, and optimal feedback control for several different kinds of fractional evolution equations.…

Optimization and Control · Mathematics 2018-04-20 Ravi P. Agarwal , Dumitru Baleanu , Juan J. Nieto , Delfim F. M. Torres , Yong Zhou

We study the possibility to stabilize unstable steady states and unstable periodic orbits in chaotic fractional-order dynamical systems by the time-delayed feedback method. By performing a linear stability analysis, we establish the…

General Physics · Physics 2011-07-07 Aleksandar Gjurchinovski , Trifce Sandev , Viktor Urumov

In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Fengjiao Liu , Lili Wang , Daniel Fullmer , A. Stephen Morse

We consider a mean-field control problem in which admissible controls are required to be adapted to the common noise filtration. The main objective is to show how the mean-field control problem can be approximates by time consistent…

Optimization and Control · Mathematics 2025-09-19 Bruno Bouchard , Xiaolu Tan

This paper studies quantized control for discrete-time piecewise affine systems. For given stabilizing feedback controllers, we propose an encoding strategy for local stability. If the quantized state is near the boundaries of quantization…

Systems and Control · Computer Science 2015-09-07 Masashi Wakaiki , Yutaka Yamamoto

We prove that the thickness property is a necessary and sufficient geometric condition that ensures the (rapid) stabilization or the approximate null-controllability with uniform cost of a large class of evolution equations posed on the…

Analysis of PDEs · Mathematics 2021-12-30 Paul Alphonse , Jérémy Martin

This paper is concerned with the problem of Model Predictive Control and Rolling Horizon Control of discrete-time systems subject to possibly unbounded random noise inputs, while satisfying hard bounds on the control inputs. We use a…

Optimization and Control · Mathematics 2010-09-08 Peter Hokayem , Debasish Chatterjee , John Lygeros

For more than two centuries, solutions of differential equations have been obtained either analytically or numerically based on typically well-behaved forcing and boundary conditions for well-posed problems. We are changing this paradigm in…

Machine Learning · Computer Science 2017-03-08 Maziar Raissi , Paris Perdikaris , George Em. Karniadakis

Distributional fixed points of a Poisson shot noise transform (for nonnegative, nonincreasing response functions bounded by 1) are characterized. The tail behavior of fixed points is described. Typically they have either exponential moments…

Probability · Mathematics 2007-05-23 Aleksander M. Iksanov , Zbigniew J. Jurek

We initiate the study of stochastic optimization with oblivious noise, broadly generalizing the standard heavy-tailed noise setup. In our setting, in addition to random observation noise, the stochastic gradient may be subject to…

Data Structures and Algorithms · Computer Science 2024-08-06 Ilias Diakonikolas , Sushrut Karmalkar , Jongho Park , Christos Tzamos

Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…

Mesoscale and Nanoscale Physics · Physics 2015-06-22 Ralph V. Chamberlin , Derek M. Nasir

We study the convergence and shape correction to the limit distributions of extreme values due to the finite size (FS) of data sets. A renormalization method is introduced for the case of independent, identically distributed (iid)…

Statistical Mechanics · Physics 2009-11-13 G. Gyorgyi , N. R. Moloney , K. Ozogany , Z. Racz

Pairwise comparisons are widely used in decision analysis, preference modeling, and evaluation problems. In many practical situations, the observed comparison matrix is not reciprocal. This lack of reciprocity is often treated as a defect…

Machine Learning · Statistics 2026-04-07 Jean-Pierre Magnot