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This paper is concerned with a constrained stochastic linear-quadratic optimal control problem, in which the terminal state is fixed and the initial state is constrained to lie in a stochastic linear manifold. The controllability of…

Optimization and Control · Mathematics 2019-06-11 Xiuchun Bi , Jingrui Sun , Jie Xiong

In this paper, we provide a system theoretic treatment of a new class of multilinear time-invariant (MLTI) systems in which the states, inputs and outputs are tensors, and the system evolution is governed by multilinear operators. The MLTI…

Optimization and Control · Mathematics 2021-03-02 Can Chen , Amit Surana , Anthony Bloch , Indika Rajapakse

Infinite-dimensional linear port-Hamiltonian systems on a one-dimensional spatial domain with full boundary control and without internal damping are studied. This class of systems includes models of beams and waves as well as the transport…

Optimization and Control · Mathematics 2019-05-17 Birgit Jacob , Julia T. Kaiser

We consider networks of massive particles connected by non-linear springs. Some particles interact with heat baths at different temperatures, which are modeled as stochastic driving forces. The structure of the network is arbitrary, but the…

Mathematical Physics · Physics 2015-03-26 Noé Cuneo , Jean-Pierre Eckmann

Reachability analysis of nonlinear dynamical systems is a challenging and computationally expensive task. Computing the reachable states for linear systems, in contrast, can often be done efficiently in high dimensions. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2021-05-04 Stanley Bak , Sergiy Bogomolov , Parasara Sridhar Duggirala , Adam R. Gerlach , Kostiantyn Potomkin

We introduce in the paper a novel observability problem for a continuum ensemble of nonholonomic control systems with unknown population density. We address the problem by focussing on a prototype of such ensemble system, namely, the…

Systems and Control · Computer Science 2020-05-01 Xudong Chen

Convergence of the ensemble Kalman filter in the limit for large ensembles to the Kalman filter is proved. In each step of the filter, convergence of the ensemble sample covariance follows from a weak law of large numbers for exchangeable…

Statistics Theory · Mathematics 2012-01-31 Jan Mandel , Loren Cobb , Jonathan D. Beezley

We consider reachability decision problems for linear dynamical systems: Given a linear map on $\mathbb{R}^d$ , together with source and target sets, determine whether there is a point in the source set whose orbit, obtained by repeatedly…

Logic in Computer Science · Computer Science 2025-08-15 Toghrul Karimov , Edon Kelmendi , Joël Ouaknine , James Worrell

Let $X,Y$ be Banach spaces, $(S_t)_{t \geq 0}$ a $C_0$-semigroup on $X$, $-A$ the corresponding infinitesimal generator on $X$, $C$ a bounded linear operator from $X$ to $Y$, and $T > 0$. We consider the system \[ \dot{x}(t) = -Ax(t), \quad…

Functional Analysis · Mathematics 2020-11-17 Dennis Gallaun , Christian Seifert , Martin Tautenhahn

We provide a continuous time limit analysis for the class of Ensemble Square Root Filter algorithms with deterministic model perturbations. In the particular linear case, we specify general conditions on the model perturbations implying…

Probability · Mathematics 2021-12-21 Theresa Lange , Wilhelm Stannat

The present paper deals with the control problems governed by fractional non-instantaneous impulsive functional evolution equations with state-dependent delay involving Caputo fractional derivatives in Banach spaces. The main objective of…

Optimization and Control · Mathematics 2021-06-08 S. Arora , M. T. Mohan , J. Dabas

Iterative imperative programs can be considered as infinite-state systems computing over possibly unbounded domains. Studying reachability in these systems is challenging as it requires to deal with an infinite number of states with…

Logic in Computer Science · Computer Science 2013-02-15 Arnaud Gotlieb , Tristan Denmat , Nadjib Lazaar

Multi-stack pushdown systems are a well-studied model of concurrent computation using threads with first-order procedure calls. While, in general, reachability is undecidable, there are numerous restrictions on stack behaviour that lead to…

Formal Languages and Automata Theory · Computer Science 2013-10-11 Matthew Hague

We consider systems of parabolic equations coupled in zero order terms in a star-like or a tree-like shape, with an internal control acting in only one of the equations. We obtain local exact controllability to the stationary solutions of…

Analysis of PDEs · Mathematics 2021-12-03 Catalin-George Lefter , Elena-Alexandra Melnig

We consider the linear degenerate wave equation, on the interval $(0, 1)$ $$ w_{tt} - (x^\alpha w_x)_x = p(t) \mu (x) w, $$ with bilinear control $p$ and Neumann boundary conditions. We study the controllability of this nonlinear control…

Analysis of PDEs · Mathematics 2021-12-02 Piermarco Cannarsa , Patrick Martinez , Cristina Urbani

The paper aims at the development of tools for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems with long run average optimality criteria. The idea that we exploit is to first…

Optimization and Control · Mathematics 2014-08-20 Vladimir Gaitsgory , Ludmila Manic , Sergey Rossomakhine

In this work, we perform safety analysis of linear dynamical systems with uncertainties. Instead of computing a conservative overapproximation of the reachable set, our approach involves computing a statistical approximate reachable set. As…

Systems and Control · Electrical Eng. & Systems 2021-09-17 Bineet Ghosh , Parasara Sridhar Duggirala

Reachable sets for a dynamical system describe collections of system states that can be reached in finite time, subject to system dynamics. They can be used to guarantee goal satisfaction in controller design or to verify that unsafe…

Optimization and Control · Mathematics 2025-02-25 Vincent Liu , Chris Manzie , Peter M. Dower

In this paper, we investigate an optimal control problem with terminal stochastic linear complementarity constraints (SLCC), and its discrete approximation using the relaxation, the sample average approximation (SAA) and the implicit Euler…

Optimization and Control · Mathematics 2022-08-17 Jianfeng Luo , Xiaojun Chen

Efficiently handling time-triggered and possibly nondeterministic switches for hybrid systems reachability is a challenging task. In this paper we present an approach based on conservative set-based enclosure of the dynamics that can handle…

Systems and Control · Electrical Eng. & Systems 2022-07-07 Marcelo Forets , Daniel Freire , Christian Schilling