Related papers: Strong and Weak Equilibria for Time-Inconsistent S…

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

Measurements of any property of a microscopic system are bound to show significant deviations from the average, due to thermal fluctuations. For time-integrated currents such as heat, work or entropy production in a steady state, it is in…

We study the properties of a refined weak coupling limit that preserves complete positivity in order to describe non-Markovian dynamics in the spin-boson model. With this tool, we show the system presents a rich and new non-Markovian…

We consider the uniqueness of equilibrium states for dynamical systems that satisfy certain weak, non-uniform versions of specification, expansivity, and the Bowen property at a fixed scale. Following Climenhaga-Thompson's approach which…

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Continuous time financial market models are often motivated as scaling limits of discrete time models. The objective of this paper is to establish such a connection for a robust framework. More specifically, we consider discrete time models…

Predefined-time stability enables convergence within a user-specified time independent of initial conditions. Existing results are predominantly based on autonomous Lyapunov inequalities, where the predefined-time is realized through…

This paper deals with a class of time inconsistent stochastic linear quadratic (SLQ) optimal control problems in Markovian framework. Three notions, i.e., closed-loop equilibrium controls/strategies, open-loop equilibrium controls and their…

Stability analysis and control of linear impulsive systems is addressed in a hybrid framework, through the use of continuous-time time-varying discontinuous Lyapunov functions. Necessary and sufficient conditions for stability of impulsive…

In this work, we study finite-time stability of switched and hybrid systems in the presence of unstable modes. We present sufficient conditions in terms of multiple Lyapunov functions for the origin of the system to be finite time stable.…

A general theory is developed to study individual based models which are discrete in time. We begin by constructing a Markov chain model that converges to a one-dimensional map in the infinite population limit. Stochastic fluctuations are…

We search for steady states in a class of fluctuating and driven physical systems that exhibit sustained currents. We find that the physical concept of a steady state, well known for systems at equilibrium, must be generalised to describe…

We prove a general existence result in stochastic optimal control in discrete time where controls take values in conditional metric spaces, and depend on the current state and the information of past decisions through the evolution of a…

We consider stability and network capacity in discrete time queueing systems. Relationships between four common notions of stability are described. Specifically, we consider rate stability, mean rate stability, steady state stability, and…

This paper is concerned with a time-inconsistent recursive stochastic control problems where the forward state process is constrained through an additional recursive utility system. By adapting the Ekeland variational principle, necessary…

This paper discusses the stabilizability, weak stabilizability, exact observability and robust quadratic stabilizability of linear stochastic control systems. By means of the spectrum technique of the generalized Lyapunov operator, a…

Stability of economic model predictive control can be proven under the assumption that a strict dissipativity condition holds. This assumption has a clear interpretation in terms of the so-called rotated stage cost, which must have its…

This paper investigates the finite time stabilization problem for a class of nonlinear systems with unknown control directions and unstructured uncertainties. The unstructured uncertainties indicate that not only the parameters but also the…

A major limitation of the classical control theory is the assumption that the state space and its dimension do not change with time. This prevents analyzing and even formalizing the stability and control problems for open multi-agent…

Motivated by the recent interest in risk-aware control, we study a continuous-time control synthesis problem to bound the risk that a stochastic linear system violates a given specification. We use risk signal temporal logic as a…