Related papers: When multiplicative noise stymies control
In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…
This paper considers the problem of stabilizing a discrete-time non-linear stochastic system over a finite capacity noiseless channel. Our focus is on systems which decompose into a stable and unstable component, and the stability notion…
This work presents a sum-of-squares (SOS) based framework to perform data-driven stabilization and robust control tasks on discrete-time linear systems where the full-state observations are corrupted by L-infinity bounded input,…
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…
The paper presents a new control algorithm for unstable linear systems with input delay. In comparison with known analogues, the control law has been designed, which is a modification of the Smith predictor, and is the simplest one to…
Stabilization of linear systems with unknown dynamics is a canonical problem in adaptive control. Since the lack of knowledge of system parameters can cause it to become destabilized, an adaptive stabilization procedure is needed prior to…
In this paper, we consider the problem of multi-objective optimal control of a dynamical system with additive and multiplicative noises with given second moments and arbitrary probability distributions. The objectives are given by quadratic…
In recommender systems, users always choose the favorite items to rate, which leads to data missing not at random and poses a great challenge for unbiased evaluation and learning of prediction models. Currently, the doubly robust (DR)…
We explore the properties of discrete-time stochastic processes with a bounded state space, whose deterministic limit is given by a map of the unit interval. We find that, in the mesoscopic description of the system, the large jumps between…
Control synthesis from temporal logic specifications has gained popularity in recent years. In this paper, we use a model predictive approach to control discrete time linear systems with additive bounded disturbances subject to constraints…
We consider an agent trying to bring a system to an acceptable state by repeated probabilistic action. Several recent works on algorithmizations of the Lovasz Local Lemma (LLL) can be seen as establishing sufficient conditions for the agent…
Stability of linear systems with uncertain bounded time-varying delays is studied under assumption that the nominal delay values are not equal to zero. An input-output approach to stability of such systems is known to be based on the bound…
It is well known that discrete-time linear systems can be stabilized by a least-squares (LS) based self-tuning regulator (STR), as long as noises are absent. However, this note shows that once the discrete-time linear systems are disturbed,…
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…
In this article, two types of methods from different perspectives based on spectral normalization are described for ensuring the stability of the system controlled by a neural network. The first one is that the L2 gain of the feedback…
This paper considers a stochastic linear quadratic problem for discrete-time systems with multiplicative noises over an infinite horizon. To obtain the optimal solution, we propose an online iterative algorithm of reinforcement learning…
We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…
Pulse stabilization of cycles with Prediction-Based Control including noise and stochastic stabilization of maps with multiple equilibrium points is analyzed for continuous but, generally, non-smooth maps. Sufficient conditions of global…
We find that discrete noise of inhibiting (signal) molecules can greatly delay the extinction of plasmids in a plasmid replication system: a prototypical biochemical regulatory network. We calculate the probability distribution of the…
We study the effect of noise-enhanced stability of periodically driven metastable states in a system described by piecewise linear potential. We find that the growing of the average escape time with the intensity of the noise is depending…