Related papers: Strong and Weak Equilibria for Time-Inconsistent S…
In this Letter, we investigate the stability of the statistical equilibrium of spherically symmetric collisionless self-gravitating systems. By calculating the second variation of the entropy, we find that perturbations of the relevant…
The dynamical behavior of switched affine systems is known to be more intricate than that of the well-studied switched linear systems, essentially due to the existence of distinct equilibrium points for each subsystem. First, under…
Behavior of condensed matter systems deviating from the standard equilibrium conditions is discussed. Statistical properties of coupled dynamic-stochastic systems are studied within a combination of the maximum information principle and the…
In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a…
For a sequence of dynamic optimization problems, we aim at discussing a notion of consistency over time. This notion can be informally introduced as follows. At the very first time step $t_0$, the decision maker formulates an optimization…
The steady states of dynamical processes can exhibit stable nontrivial phases, which can also serve as fault-tolerant classical or quantum memories. For Markovian quantum (classical) dynamics, these steady states are extremal eigenvectors…
In this paper we present a dynamic programing approach to stochastic optimal control problems with dynamic, time-consistent risk constraints. Constrained stochastic optimal control problems, which naturally arise when one has to consider…
A definition of metastable states applicable to arbitrary finite state Markov processes satisfying detailed balance is discussed. In particular, we identify a crucial condition that distinguishes genuine metastable states from other types…
For finite size Markov chains, the Donsker-Varadhan theory fully describes the large deviations of the time averaged empirical measure. We are interested in the extension of the Donsker-Varadhan theory for a large size non-equilibrium…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…
This paper studies finite-time stability and instability theorems in probability sense for stochastic nonlinear systems. Firstly, a new sufficient condition is proposed to guarantee that the considered system has a global solution.…
We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general quasi-Feller framework. Such dynamics arise in…
Transition rates in continuously driven steady states were derived in [Evans R M L, 2005 J. Phys. A: Math. Gen. 38, 293] by demanding that no information other than the microscopic laws of motion and the macroscopic observables of the…
The description of complex systems requires a progressively larger number of parameters. However, in practice, it often happens that a small subset of parameters suffices to describe the dynamics of the system itself: these combinations are…
Economic Model Predictive Control has recently gained popularity due to its ability to directly optimize a given performance criterion, while enforcing constraint satisfaction for nonlinear systems. Recent research has developed both…
This paper studies the stability of sampled and networked control systems with sampling and communication times governed by probabilistic clocks. The clock models have few restrictions, and can be used to model numerous phenomena such as…
We consider a large family of discrete and continuous time controlled Markov processes and study an ergodic risk-sensitive minimization problem. Under a blanket stability assumption, we provide a complete analysis to this problem. In…
In this paper we propose a model predictive control scheme for constrained fractional-order discrete-time systems. We prove that all constraints are satisfied at all time instants and we prescribe conditions for the origin to be an…
We introduce the framework of performative control, where the policy chosen by the controller affects the underlying dynamics of the control system. This results in a sequence of policy-dependent system state data with policy-dependent…
Given a finite-dimensional time continuous control system and $\varepsilon>0$, we address the question of the existence of controls that maintain the corresponding state trajectories in the $\varepsilon$-neighborhood of any prescribed path…