Related papers: Stabilization of difference equations with noisy p…
It is well-known that the Manneville-Pomeau map with a parabolic fixed point of the form $x\mapsto x+x^{1+\alpha} \mod 1$ is stochastically stable for $\alpha\ge 1$ and the limiting measure is the Dirac measure at the fixed point. In this…
Let $u$ be the solution to the following stochastic evolution equation (1) du(t,x)& = &A u(t,x) dt + B \sigma(u(t,x)) dL(t),\quad t>0; u(0,x) = x taking values in an Hilbert space $\HH$, where $L$ is a $\RR$ valued L\'evy process, $A:H\to…
Recently, [2] proved that the closed-loop system resulting from the output proportional feedback stabilization of a class of delayed neural fields is input-to-state stable (ISS) for sufficiently high gain, subject to the existence of an…
To identify the robust settings of the control factors, it is very important to understand how they interact with the noise factors. In this article, we propose space-filling designs for computer experiments that are more capable of…
In this paper we first study the fixed-time stabilizability of discrete-time switched linear control systems. Using a geometric approach, we derive conditions under which such systems can be stabilized within a prescribed number of steps,…
The bifurcation diagram of a model stochastic differential equation with delayed feedback is presented. We are motivated by recent research on stochastic effects in models of transcriptional gene regulation. We start from the normal form…
We herein report a new class of impulsive fractional stochastic differential systems driven by mixed fractional Brownian motions with infinite delay and Hurst parameter $\hat{\cal H} \in ( 1/2, 1)$. Using fixed point techniques, a…
Filter stability is a classical problem in the study of partially observed Markov processes (POMP), also known as hidden Markov models (HMM). For a POMP, an incorrectly initialized non-linear filter is said to be (asymptotically) stable if…
We prove global stabilization of the marine riser models using a feedback controller that depend on finitely many finite-volume elements and finitely many nodal observables. Our approach is based on a feedback control design for dissipative…
The stabilizability of a general class of linear parabolic equations with a memory term, is achieve by explicit output feedback. The control input is given as a function of a state-estimate provided by an exponential dynamic Luenberger…
One approach to robust control for linear plants with structured uncertainty as well as for linear parameter-varying (LPV) plants (where the controller has on-line access to the varying plant parameters) is through…
In this paper we propose a model predictive control scheme for constrained fractional-order discrete-time systems. We prove that all constraints are satisfied at all time instants and we prescribe conditions for the origin to be an…
Questions of noise stability play an important role in hardness of approximation in computer science as well as in the theory of voting. In many applications, the goal is to find an optimizer of noise stability among all possible partitions…
This paper investigates a class of multiscale stochastic control problems driven by $\alpha$-stable L\'evy noises, where the controlled dynamics evolve across separate slow and fast time scales. The associated value functions are governed…
In this paper, we propose a novel approach to synthesize linear feedback controllers for navigating in polygonal environments using noisy measurements and a convex cell decomposition. Our method is based on formulating chance constraints…
This paper studies the feedback stabilization of abstract Cauchy problems with unbounded output operators by finite-dimensional controllers. Both necessary conditions and sufficient conditions for feedback stabilizability are presented. The…
Gaussian bounds on noise correlation of functions play an important role in hardness of approximation, in quantitative social choice theory and in testing. The author (2008) obtained sharp gaussian bounds for the expected correlation of…
In this paper, we study the stabilization problem of quantum spin-1/2 systems under continuous-time measurements. In the case without feedback, we show exponential stabilization around the excited and ground state by providing a lower bound…
We prove a version of the stochastic maximum principle, in the sense of Pontryagin, for the finite horizon optimal control of a stochastic partial differential equation driven by an infinite dimensional additive noise. In particular we…
In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…