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We generalize the concept "well-posed linear system" to stochastic linear control systems and study some basic properties of such kind systems. Under our generalized definition, we show the well-posedness of the stochastic heat equation and…

Optimization and Control · Mathematics 2015-07-07 Qi Lu

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

Many systems of interest to control engineering can be modeled by linear complementarity problems. We introduce a new notion of equivalence between linear complementarity problems that sets the basis to translate the powerful tools of…

Dynamical Systems · Mathematics 2019-11-14 Fernando Castaños , Félix Miranda-Villatoro , Alessio Franci

I present a branching time model of CSP that is finer than all other models of CSP proposed thus far. It is obtained by taking a semantic equivalence from the linear time - branching time spectrum, namely divergence-preserving coupled…

Logic in Computer Science · Computer Science 2017-02-28 Rob van Glabbeek

Stuttering bisimulation is a well-known behavioral equivalence that preserves CTL-X, namely CTL without the next-time operator X. Correspondingly, the stuttering simulation preorder induces a coarser behavioral equivalence that preserves…

Logic in Computer Science · Computer Science 2009-04-10 Francesco Ranzato , Francesco Tapparo

We introduce a formal notion of masking fault-tolerance between probabilistic transition systems using stochastic games. These games are inspired in bisimulation games, but they also take into account the possible faulty behavior of…

Logic in Computer Science · Computer Science 2023-09-15 Pablo F. Castro , Pedro R. D'Argenio , Ramiro Demasi , Luciano Putruele

This article is concerned with stochastic control problems for backward doubly stochastic differential equations of mean-field type, where the coefficient functions depend on the joint distribution of the state process and the control…

Probability · Mathematics 2022-05-26 Jian Song , Meng Wang

We consider the problem of computing the set of initial states of a dynamical system such that there exists a control strategy to ensure that the trajectories satisfy a temporal logic specification with probability 1 (almost-surely). We…

Systems and Control · Computer Science 2015-02-24 Maria Svorenova , Jan Kretinsky , Martin Chmelik , Krishnendu Chatterjee , Ivana Cerna , Calin Belta

The objective of this paper is to solve the controller synthesis problem for bisimulation equivalence in a wide variety of scenarios including discrete-event systems, nonlinear control systems, behavioral systems, hybrid systems and many…

Optimization and Control · Mathematics 2007-11-22 Paulo Tabuada

A fundamental concept in control theory is that of controllability, where any system state can be reached through an appropriate choice of control inputs. Indeed, a large body of classical and modern approaches are designed for controllable…

Optimization and Control · Mathematics 2022-06-13 Yonathan Efroni , Sham Kakade , Akshay Krishnamurthy , Cyril Zhang

In this paper we study a criterion for the viability of stochastic semilinear control systems on a real, separable Hilbert space. The necessary and sufficient conditions are given using the notion of stochastic quasi-tangency. As a…

Probability · Mathematics 2012-03-16 Dan Goreac

We consider a class of stochastic optimal control problems with partial observation, and study their approximation by discrete-time control problems. We establish a convergence result by using weak convergence technique of Kushner and…

Optimization and Control · Mathematics 2023-05-22 Yunzhang Li , Xiaolu Tan , Shanjian Tang

This paper investigates the problem of consensus-based distributed control of linear time-invariant multi-channel systems subject to unknown inputs. A distributed observer-based control framework is proposed, within which observer nodes and…

Systems and Control · Electrical Eng. & Systems 2025-12-02 Ganghui Cao , Xunyuan Yin

In the context of uncertainty quantification, computational models are required to be repeatedly evaluated. This task is intractable for costly numerical models. Such a problem turns out to be even more severe for stochastic simulators, the…

Computation · Statistics 2022-11-29 X. Zhu , B. Sudret

Over the last 50 years a steady stream of accounts have been written on the separation principle of stochastic control. Even in the context of the linear-quadratic regulator in continuous time with Gaussian white noise, subtle difficulties…

Optimization and Control · Mathematics 2015-02-24 Tryphon T. Georgiou , Anders Lindquist

The problem of synthesizing stochastic explicit model predictive control policies is known to be quickly intractable even for systems of modest complexity when using classical control-theoretic methods. To address this challenge, we present…

Machine Learning · Computer Science 2022-05-24 Ján Drgoňa , Sayak Mukherjee , Aaron Tuor , Mahantesh Halappanavar , Draguna Vrabie

Labeled state-to-function transition systems, FuTS for short, admit multiple transition schemes from states to functions of finite support over general semirings. As such they constitute a convenient modeling instrument to deal with…

Logic in Computer Science · Computer Science 2012-09-10 D. Latella , M. Massink , E. P. de Vink

We establish the dual notions of scaling and saturation from geometric control theory in an infinite-dimensional setting. This generalization is applied to the low-mode control problem in a number of concrete nonlinear partial differential…

Probability · Mathematics 2018-09-21 Nathan E. Glatt-Holtz , David P. Herzog , Jonathan C. Mattingly

In this work, we propose a region-based self-triggered control (STC) scheme for nonlinear systems. The state space is partitioned into a finite number of regions, each of which is associated to a uniform inter-event time. The controller, at…

Systems and Control · Computer Science 2022-06-09 Giannis Delimpaltadakis , Manuel Mazo

In this paper, we investigate a class of time-inconsistent discrete-time stochastic linear-quadratic optimal control problems, whose time-consistent solutions consist of an open-loop equilibrium control and a linear feedback equilibrium…

Optimization and Control · Mathematics 2017-03-07 Xun Li , Yuan-Hua Ni , Ji-Feng Zhang