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As a main step in the numerical solution of control problems in continuous time, the controlled process is approximated by sequences of controlled Markov chains, thus discretising time and space. A new feature in this context is to allow…
Model Predictive Control (MPC) is well understood in the deterministic setting, yet rigorous stability and performance guarantees for stochastic MPC remain limited to the consideration of terminal constraints and penalties. In contrast,…
This technical note studies Lyapunov-like conditions to ensure a class of dynamical systems to exhibit predefined-time stability. The origin of a dynamical system is predefined-time stable if it is fixed-time stable and an upper bound of…
We analyze a continuous time multidimensional opinion model where agents have heterogeneous but symmetric and compactly supported interaction functions. We consider Filippov solutions of the resulting dynamics and show strong Lyapunov…
In this paper, we establish the novel concept of Krasovskii passivity for sampled discrete-time nonlinear systems, enabling Krasovskii-passivity-based control design under sampling. We consider two separate control objectives: stabilization…
The power spectral density of an observable quantifies the amount of fluctuations at a given frequency and can reveal the influence of different timescales on the observable's dynamics. Here, we show that the spectral density in a…
In this expository and resources chapter we review selected aspects of the mathematics of dynamical systems, stability, and chaos, within a historical framework that draws together two threads of its early development: celestial mechanics…
For linear dynamical systems (in continuous-time and discrete-time) we revisit and extend the concepts of hypocoercivity and hypocontractivity and give a detailed analysis of the relations of these concepts to (asymptotic) stability, as…
We consider bounded extremum seeking controls for time-varying linear systems with uncertain coefficient matrices and measurement uncertainty. Using a new change of variables, Lyapunov functions, and a comparison principle, we provide…
Various notions of fluctuations exist depending on the way one chooses to measure them. We discuss two extreme cases (continuous measurement versus long inter-measurement times) and we see their relation with entropy production and with…
We give an introduction to phase transitions in the steady states of systems that evolve stochastically with equilibrium and nonequilibrium dynamics, the latter defined as those that do not possess a time-reversal symmetry. We try as much…
Discrete time linear dynamical systems, including Markov chains, have found many applications including in security settings such as in cybersecurity operations center (CSOC) management and in managing health risks. However, in these two…
A system is called positive if the set of non-negative states is left invariant by the dynamics. Stability analysis and controller optimization are greatly simplified for such systems. For example, linear Lyapunov functions and storage…
Voltage instability is a major threat in power system operation. The growing presence of constant power loads significantly aggravates this issue, hence motivating the development of new analysis methods for both existence and stability of…
This paper studies the set of terminal state covariances that are reachable over a finite time horizon from a given initial state covariance for a linear stochastic system with additive noise. For discrete-time systems, a complete…
This paper characterizes differentiable and subgame Markov perfect equilibria in a continuous time intertemporal decision problem with non-constant discounting. Capturing the idea of non commitment by letting the commitment period being…
This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…
Time crystals are classified as discrete or continuous depending on whether they spontaneously break discrete or continuous time translation symmetry. While discrete time crystals have been extensively studied in periodically driven systems…
Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…
We are interested in understanding stability (almost sure boundedness) of stochastic approximation algorithms (SAs) driven by a `controlled Markov' process. Analyzing this class of algorithms is important, since many reinforcement learning…