Related papers: Numerical solution of Lyapunov equations related t…
The numerical solution of large-scale Lyapunov matrix equations with symmetric banded data has so far received little attention in the rich literature on Lyapunov equations. We aim to contribute to this open problem by introducing two…
In this paper we consider the numerical solutions for a class of jump diffusions with Markovian switching. After briefly reviewing necessary notions, a new jump-adapted efficient algorithm based on the Euler scheme is constructed for…
This paper proposes a novel transient stability assessment tool for networked microgrids based on neural Lyapunov methods. Assessing transient stability is formulated as a problem of estimating the dynamic security region of networked…
We derive a saturated feedback control, which locally stabilizes a linear reaction-diffusion equation. In contrast to most other works on this topic, we do not assume the Lyapunov stability of the uncontrolled system and consider general…
We will make a link between the steepest descent method for an unconstrained minimisation problem and fixed-point iterations for its Euler-Lagrange equation. In this context, we shall rediscover the preconditioned nonlinear conjugate…
Recently, policy optimization for control purposes has received renewed attention due to the increasing interest in reinforcement learning. In this paper, we investigate the convergence of policy optimization for quadratic control of…
Control loops closed over wireless links greatly benefit from accurate estimates of the communication channel condition. To this end, the finite-state Markov channel model allows for reliable channel state estimation. This paper develops a…
The numerical computation of equilibrium reward gradients for Markov chains appears in many applications for example within the policy improvement step arising in connection with average reward stochastic dynamic programming. When the state…
In most real cases transition probabilities between operational modes of Markov jump linear systems cannot be computed exactly and are time-varying. We take into account this aspect by considering Markov jump linear systems where the…
We propose a flexible gradient tracking approach with adjustable computation and communication steps for solving distributed stochastic optimization problem over networks. The proposed method allows each node to perform multiple local…
In the present paper, we consider large-scale differential Lyapunov matrix equations having a low rank constant term. We present two new approaches for the numerical resolution of such differential matrix equations. The first approach is…
The robust tracking and model following problem of linear discrete-time systems is investigated in this paper. An approach to design robust tracking controllers is proposed. The system is controlled to track dynamic inputs generated from a…
This paper considers the problem of remote state estimation for Markov jump linear systems in the presence of uncertainty in the posterior mode probabilities. Such uncertainty may arise when the estimator receives noisy or incomplete…
Sequences of parametrized Lyapunov equations can be encountered in many application settings. Moreover, solutions of such equations are often intermediate steps of an overall procedure whose main goal is the computation of…
In this work we study the problem of step size selection for numerical schemes, which guarantees that the numerical solution presents the same qualitative behavior as the original system of ordinary differential equations, by means of tools…
Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…
This paper is concerned with the decentralized stabilization problem for a class of uncertain large-scale systems with Markovian jump parameters. The controllers use local subsystem states and neighboring mode information to generate local…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
In dealing with nonlinear systems, it is common to use numerical solutions. Unlike the careful behavior towards the numerical results in chaotic regions, the validity of numerical results in regions of transient chaos might not always be…
Markov chain Monte Carlo methods are a powerful tool for sampling equilibrium configurations in complex systems. One problem these methods often face is slow convergence over large energy barriers. In this work, we propose a novel method…