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Networked discrete dynamical systems are often used to model the spread of contagions and decision-making by agents in coordination games. Fixed points of such dynamical systems represent configurations to which the system converges. In the…

Social and Information Networks · Computer Science 2024-04-02 Zirou Qiu , Chen Chen , Madhav V. Marathe , S. S. Ravi , Daniel J. Rosenkrantz , Richard E. Stearns , Anil Vullikanti

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

We here show that the family of continuous-time linear systems (of prescribed dimensions) can be characterized through the structure of maximal, matrix-convex, cones, closed under inversion. Moreover, this observation unifies three setups:…

Optimization and Control · Mathematics 2020-10-05 Izchak Lewkowicz

We consider the distributionally robust optimization and show that computing the distributional worst-case is equivalent to computing the projection onto the canonical simplex with additional linear inequality. We consider several distance…

Optimization and Control · Mathematics 2019-11-12 L. Adam , V. Mácha

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

This work studies the distributionally robust evaluation of expected values over temporal data. A set of alternative measures is characterized by the causal optimal transport. We prove the strong duality and recast the causality constraint…

Mathematical Finance · Quantitative Finance 2025-06-18 Bingyan Han

We present a framework for constructing a structured realization of a linear time-invariant dynamical system solely from a discrete sampling of an input and output trajectory of the system. We estimate the transfer function of the original…

Optimization and Control · Mathematics 2019-02-15 Elliot Fosong , Philipp Schulze , Benjamin Unger

In this paper, we consider the problem of computing robust controlled invariants for discrete-time monotone dynamical systems. We consider different classes of monotone systems depending on whether the sets of states, control inputs and…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Adnane Saoud , Murat Arcak

In this paper, we address the problem of computing the maximal admissible robust positive invariant (MARPI) set for discrete-time linear time-varying systems with parametric uncertainties and additive disturbances. The system state and…

Optimization and Control · Mathematics 2024-06-26 Anchita Dey , Shubhendu Bhasin

This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…

Dynamical Systems · Mathematics 2022-03-08 Nguyen Khoa Son , Le Van Ngoc

In this technical communique we study the maximal robust positively invariant set for state-constrained continuous-time nonlinear systems subjected to a bounded disturbance. Extending results from the theory of barriers, we show that this…

Optimization and Control · Mathematics 2021-03-02 Willem Esterhuizen , Tim Aschenbruck , Stefan Streif

This paper studies the robust optimal control design for uncertain nonlinear systems from a perspective of robust adaptive dynamic programming (robust-ADP). The objective is to fill up a gap in the past literature of ADP where dynamic…

Dynamical Systems · Mathematics 2013-03-12 Yu Jiang , Zhong-Ping Jiang

The paper presents a novel method for designing an optimal controller for discrete-time switched linear systems. The problem is formulated as one of computing the discrete mode sequence and the continuous input sequence that jointly…

Systems and Control · Computer Science 2017-04-25 Jérémie Kreiss , Laurent Bako , Eric Blanco

Optimal algorithms are developed for robust detection of changes in non-stationary processes. These are processes in which the distribution of the data after change varies with time. The decision-maker does not have access to precise…

Methodology · Statistics 2025-05-14 Yingze Hou , Yousef Oleyaeimotlagh , Rahul Mishra , Hoda Bidkhori , Taposh Banerjee

A new result on stability of an optimal nonlinear filter with respect to small perturbations on every step is established.

Probability · Mathematics 2016-11-01 Marina Kleptsyna , Alexander Veretennikov

We develop an optimization-based framework for joint real-time trajectory planning and feedback control of feedback-linearizable systems. To achieve this goal, we define a target trajectory as the optimal solution of a time-varying…

Systems and Control · Electrical Eng. & Systems 2020-03-17 Tianqi Zheng , John Simpson-Porco , Enrique Mallada

In these lectures notes, we review our recent works addressing various problems of finding the nearest stable system to an unstable one. After the introduction, we provide some preliminary background, namely, defining Port-Hamiltonian…

Optimization and Control · Mathematics 2022-02-08 Nicolas Gillis , Punit Sharma

Robust output regulation for linear time-varying systems has remained an open problem for decades. To address this, we propose the trajectory-matching system immersion framework, by reformulating the regulator equation into a more…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Jinmeng Zha , Zhen Zhang

Partial Differential Equations are infinite dimensional encoded representations of physical processes. However, imbibing multiple observation data towards a coupled representation presents significant challenges. We present a fully…

Machine Learning · Computer Science 2020-03-09 Gurpreet Singh , Soumyajit Gupta , Matt Lease , Clint N. Dawson

Weakly activated signaling cascades can be modeled as linear systems. The input-to-output transfer function and the internal gain of a linear system, provide natural measures for the propagation of the input signal down the cascade and for…

Optimization and Control · Mathematics 2007-05-23 Madalena Chaves , Eduardo D. Sontag , Robert J. Dinerstein