Related papers: Stability Optimization of Positive Semi-Markov Jum…
This paper studies the mean stability of positive semi-Markovian jump linear systems. We show that their mean stability is characterized by the spectral radius of a matrix that is easy to compute. In deriving the condition we use a certain…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
In this paper, we analyze the instability of continuous-time Markov jump linear systems. Although there exist several effective criteria for the stability of Markov jump linear systems, there is a lack of methodologies for verifying their…
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…
In this paper, we solve the chance-constrained covariance steering problem for discrete-time Markov Jump Linear Systems (MJLS) using a convex optimization framework. We derive the analytical expressions for the mean and covariance…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
Recently there is a large amount of work devoted to the study of Markov chain stochastic gradient methods (MC-SGMs) which mainly focus on their convergence analysis for solving minimization problems. In this paper, we provide a…
This paper studies the parameter tuning problem of positive linear systems for optimizing their stability properties. We specifically show that, under certain regularity assumptions on the parametrization, the problem of finding the…
This paper aims to develop the stability theory for singular stochastic Markov jump systems with state-dependent noise, including both continuous- and discrete-time cases. The sufficient conditions for the existence and uniqueness of a…
It is well known that stability is the most fundamental nature with regard to a control system, in view of this, the stabilization becomes an inevitable control problem. This article mainly discusses the optimal control and stabilization…
This paper investigates almost sure exponential stabilization of continuous-time Markov jump linear systems (MJLSs) under communication data-rate constraints by introducing sampling and quantization into the feedback control. Different from…
We propose a principled method for projecting an arbitrary square matrix to the non-convex set of asymptotically stable matrices. Leveraging ideas from large deviations theory, we show that this projection is optimal in an…
Recently, policy optimization for control purposes has received renewed attention due to the increasing interest in reinforcement learning. In this paper, we investigate the convergence of policy optimization for quadratic control of…
This paper mainly investigates the optimal control and stabilization problems for linear discrete-time Markov jump systems. The general case for the finite-horizon optimal controller is considered, where the input weighting matrix in the…
This paper addresses the stabilization problem of stochastic jump systems (SJSs) closed by a generally sampled controller. Because of the controller's switching and state both sampled, it is challenging to study its stabilization. A new…
In this paper, we consider the stability analysis of large-scale distributed networked control systems with random communication delays between linearly interconnected subsystems. The stability analysis is performed in the Markov jump…
The finite state semi-Markov process is a generalization over the Markov chain in which the sojourn time distribution is any general distribution. In this article we provide a sufficient stochastic maximum principle for the optimal control…
In this paper, the stability and stabilization problem of positive nonlinear systems, described by the Takagi-Sugeno discrete-time fuzzy model, is studied. The proposed approach is based on the linear co-positive Lyapunov function and…
We propose a convex optimization procedure for black-box identification of nonlinear state-space models for systems that exhibit stable limit cycles (unforced periodic solutions). It extends the "robust identification error" framework in…
In this paper exponential stability of nonlinear fractional order stochastic system with Poisson jumps is studied in finite dimensional space. Existence and uniqueness of solution, stability and exponential stability results are established…