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We develop a method to prove almost global stability of stochastic differential equations in the sense that almost every initial point (with respect to the Lebesgue measure) is asymptotically attracted to the origin with unit probability.…

Probability · Mathematics 2007-05-23 Ramon van Handel

This paper explores expressing the relative state in the close-proximity satellite relative motion problem in terms of fundamental solution constants. The nominal uncontrolled relative state can be expressed in terms of a weighted sum of…

Optimization and Control · Mathematics 2021-12-07 Ethan Burnett , Hanspeter Schaub

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

Analysis of PDEs · Mathematics 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

A novel approach to the problem of partial state estimation of nonlinear systems is proposed. The main idea is to translate the state estimation problem into one of estimation of constant, unknown parameters related to the systems initial…

Systems and Control · Computer Science 2016-04-08 Ortega Romeo , Bobtsov Alexey , Pyrkin Anton , Aranovskiy Stanislav

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

Optimization and Control · Mathematics 2022-01-06 Darinka Dentcheva , Yang Lin , Spiridon Penev

This paper studies economic model predictive Control (EMPC) schemes, where the stage cost depends only on control inputs. Such problems arise in applications like water distribution networks and differ from standard EMPC since multiple…

Optimization and Control · Mathematics 2026-04-28 Alireza Arastou , Ye Wang , Erik Weyer

We extend the classical concepts of sampling and Euler solutions for control systems associated to discontinuous feedbacks by considering also the corresponding costs. In particular, we introduce the notions of Sample and Euler…

Optimization and Control · Mathematics 2020-04-24 Anna Chiara Lai , Monica Motta

In this paper, we consider the problem of optimizing the worst-case behavior of a partially observed system. All uncontrolled disturbances are modeled as finite-valued uncertain variables. Using the theory of cost distributions, we present…

Optimization and Control · Mathematics 2023-02-21 Aditya Dave , Nishanth Venkatesh , Andreas A. Malikopoulos

Fixed-time stable dynamical systems are capable of achieving exact convergence to an equilibrium point within a fixed time that is independent of the initial conditions of the system. This property makes them highly appealing for designing…

Systems and Control · Electrical Eng. & Systems 2025-10-01 Michael Tang , Miroslav Krstic , Jorge Poveda

This paper deals with the gradient-based extremum seeking control (ESC) with actuation dynamics governed by distributed wave partial differential equations (PDEs). To achieve the control objective of real-time optimization for this class of…

Optimization and Control · Mathematics 2026-01-07 Elisio Juvenal Muchave , Pedro Henrique Silva Coutinho , Tiago Roux Oliveira , Miroslav Krstić

We address the classic problem of stability and asymptotic stability in the sense of Lyapunov of the equilibrium point of autonomic differential equations using discrete approach. This new approach includes a consideration of a family of…

Classical Analysis and ODEs · Mathematics 2012-11-07 Eugene Polulyakh , Vladimir Sharko , Igor Vlasenko

In this paper we study the semi-global (approximate) state feedback stabilization of an infinite dimensional quantum stochastic system towards a target state. A discrete-time Markov chain on an infinite-dimensional Hilbert space is used to…

Optimization and Control · Mathematics 2011-03-22 Ram Somaraju , Mazyar Mirrahimi , Pierre Rouchon

This paper proposes a discrete-time event-triggered extremum seeking control scheme for real-time optimization of nonlinear systems. Unlike conventional discrete-time implementations relying on periodic updates, the proposed approach…

Optimization and Control · Mathematics 2026-04-03 Victor Hugo Pereira Rodrigues , Tiago Roux Oliveira , Miroslav Krstić , Frank Allgöwer

Estimating the stability boundary is a fundamental and challenging problem in transient stability studies. It is known that a proper level set of a Lyapunov function or an energy function can provide an inner approximation of the stability…

Systems and Control · Electrical Eng. & Systems 2021-10-01 Peng Yang , Feng Liu , Wei Wei , Zhaojian Wang

Copositive linear Lyapunov functions are used along with dissipativity theory for stability analysis and control of uncertain linear positive systems. Unlike usual results on linear systems, linear supply-rates are employed here for…

Systems and Control · Computer Science 2012-06-05 Corentin Briat

Incremental stability is a property of dynamical systems ensuring the uniform asymptotic stability of each trajectory rather than a fixed equilibrium point or trajectory. Here, we introduce a notion of incremental stability for stochastic…

Systems and Control · Computer Science 2017-05-08 Pushpak Jagtap , Majid Zamani

New necessary and sufficient conditions are proposed for the stability investigation of dynamical systems using the flow and the divergence of the phase vector velocity. The obtained conditions generalize the well-known results of V.P.…

Optimization and Control · Mathematics 2019-05-17 Igor Furtat

We focus on optimal control problems governed by elliptic, quasilinear PDEs. Though there are various examples of such problems in the literature, we make an attempt at describing some general principles by dealing with three basic…

Optimization and Control · Mathematics 2024-01-22 Pablo Pedregal

This paper investigates the global stability and the global asymptotic stability independent of the sizes of the delays of linear time-varying Caputo fractional dynamic systems of real fractional order possessing internal point delays. The…

Dynamical Systems · Mathematics 2010-10-18 M. De La Sen
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