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For the sake of saving time and costs the feedback control based on discrete-time observations is used to stabilize the switching diffusion systems. Response lags are required by most of physical systems and play a key role in the feedback…

Optimization and Control · Mathematics 2020-08-20 Xiaoyue Li , Xuerong Mao , Denis S. Mukama , Chenggui Yuan

In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-switching diffusions with finite state spaces by the…

Probability · Mathematics 2014-10-29 Junhao Hu , Jianhai Bao , Chenggui Yuan

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…

Probability · Mathematics 2022-06-02 Arnab Ganguly , Debasish Chatterjee

We propose a method for approximating solutions to optimization problems involving the global stability properties of parameter-dependent continuous-time autonomous dynamical systems. The method relies on an approximation of the…

Optimization and Control · Mathematics 2013-08-12 Péter Koltai , Alexander Volf

In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…

Optimization and Control · Mathematics 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon

We consider a class of stochastic dynamical systems, called piecewise deterministic Markov processes, with states $(x, \s)\in \O\times \G$, $\O$ being a region in $\bbR^d$ or the $d$--dimensional torus, $\G$ being a finite set. The…

Statistical Mechanics · Physics 2009-02-25 Alessandra Faggionato , Davide Gabrielli , Marco Ribezzi Crivellari

In the last years, many authors studied a class of continuous time semi-Markov processes obtained by time-changing Markov processes by hitting times of independent subordinators. Such processes are governed by integro-differential…

Probability · Mathematics 2020-02-24 Angelica Pachon , Federico Polito , Costantino Ricciuti

This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…

Optimization and Control · Mathematics 2016-02-16 Benoîte de Saporta , François Dufour , Christophe Nivot

The intermittent on-off switching of feedback control is considered as a major mechanism of postural stabilization during human quiet standing, which can be modeled by switched-type hybrid stochastic delay differential equations with…

Systems and Control · Electrical Eng. & Systems 2023-09-01 Yasuyuki Suzuki , Keigo Togame , Akihiro Nakamura , Taishin Nomura

In this paper, we study stabilizability of discrete-time switched linear systems where the switching signal is considered as an arbitrary disturbance (and not a control variable). We characterize feedback stabilization via necessary and…

Optimization and Control · Mathematics 2025-06-05 Thiago Alves Lima , Matteo Della Rossa , Antoine Girard

In this paper, we study pinning control problem of coupled dynamical systems with stochastically switching couplings and stochastically selected controller-node set. Here, the coupling matrices and the controller-node sets change with time,…

Systems and Control · Computer Science 2014-04-29 Yujuan Han , Wenlian Lu , Zhe Li , Tianping Chen

In this paper, we study the stability of solutions of stochastic McKean-Vlasov equations (SMVEs) via feedback control based on discrete-time state observation. By using a specific Lyapunov function, the $H_{\infty}$ stability, asymptotic…

Probability · Mathematics 2021-10-25 Hao Wu , Junhao Hu , Shuaibin Gao , Chenggui Yuan

With the increasing ubiquity of safety-critical autonomous systems operating in uncertain environments, there is a need for mathematical methods for formal verification of stochastic models. Towards formally verifying properties of…

Systems and Control · Electrical Eng. & Systems 2026-02-18 Adrien Banse , Giannis Delimpaltadakis , Luca Laurenti , Manuel Mazo , Raphaël M. Jungers

We develop a predictor-feedback control design for a class of linear systems with state-dependent switching. The main ingredient of our design is a novel construction of an exact predictor state. Such a construction is possible as for a…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Andreas Katsanikakis , Nikolaos Bekiaris-Liberis , Delphine Bresch-Pietri

Motivated by recent applications in control theory, we study the feedback stabilizability of switched systems, where one is allowed to chose the switching signal as a function of $x(t)$ in order to stabilize the system. We propose new…

Optimization and Control · Mathematics 2016-08-30 Raphaël M. Jungers , Paolo Mason

This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…

Systems and Control · Computer Science 2016-11-18 Junlin Xiong , James Lam , Zhan Shu , Xuerong Mao

In this paper, we study state-feedback control of Markov jump linear systems with partial information. In particular, we assume that the controller can only access the mode signals according to a hidden-Markov observation process. Our…

Optimization and Control · Mathematics 2019-03-19 Masaki Ogura , Ahmet Cetinkaya , Tomohisa Hayakawa , Victor M. Preciado

This paper studies the asymptotic behavior of processes with switching. More precisely, the stability under fast switching for diffusion processes and discrete state space Markovian processes is considered. The proofs are based on…

Probability · Mathematics 2017-07-07 Sören Christensen , Albrecht Irle

This paper tackles state feedback control of switched linear systems under arbitrary switching. We propose a data-driven control framework that allows to compute a stabilizing state feedback using only a finite set of observations of…

Optimization and Control · Mathematics 2022-05-05 Zheming Wang , Guillaume O. Berger , Raphaël M. Jungers

This paper is concerned with the problem of robust stabilization for a class of uncertain 2D discrete switched systems with state delays represented by a model of Roesser type, where the switching instants of the controller experience…

Dynamical Systems · Mathematics 2012-07-10 Shipei Huang , Zhengrong Xiang