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An optimal control problem is considered for a stochastic differential equation containing a state-dependent regime switching, with a recursive cost functional. Due to the non-exponential discounting in the cost functional, the problem is…

Optimization and Control · Mathematics 2017-12-29 Hongwei Mei , Jiongmin Yong

The capillary traction of a liquid contact line causes highly localized deformations in soft solids, tremendously slowing down wetting and dewetting dynamics by viscoelastic braking. Enforcing nonetheless large velocities leads to the…

Soft Condensed Matter · Physics 2022-08-17 Dominic Mokbel , Sebastian Aland , Stefan Karpitschka

The discrete circle map is the archetypical example of a driven periodic system, showing a complex resonance structure under a change of the forcing frequency known as the devil's staircase. Adler's equation can be seen as the direct…

We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…

Optimization and Control · Mathematics 2021-07-09 Laurent Pfeiffer , Xiaolu Tan , Yulong Zhou

For solving unsteady hyperbolic conservation laws on cut cell meshes, the so called small cell problem is a big issue: one would like to use a time step that is chosen with respect to the background mesh and use the same time step on the…

Numerical Analysis · Mathematics 2019-12-30 Florian Streitbürger , Christian Engwer , Sandra May , Andreas Nüßing

Planning accurate manipulation for deformable objects requires prediction of their state. The prediction is often complicated by a loss of stability that may result in collapse of the deformable object. In this work, stability of a fabric…

Robotics · Computer Science 2019-03-01 Vladimír Petrík , Vladimír Smutný , Ville Kyrki

We consider a stochastic control problem where the set of controls is not necessarily convex and the system is governed by a nonlinear backward stochastic differential equation. We establish necessary as well as sufficient conditions of…

Probability · Mathematics 2008-12-20 Seid Bahlali

In this paper it is established that any jointly controllable, jointly observable, multi-channel, discrete or continuous time linear system with a strongly connected neighbor (communication) graph can be exponentially stabilized with any…

Systems and Control · Electrical Eng. & Systems 2022-12-02 Fengjiao Liu , Lili Wang , Daniel Fullmer , A. Stephen Morse

We consider covariance control problems for nonlinear stochastic systems. Our objective is to find an optimal control strategy to steer the state from an initial distribution to a terminal one with specified mean and covariance. This…

Systems and Control · Electrical Eng. & Systems 2019-11-22 Zeji Yi , Zhefeng Cao , Evangelos Theodorou , Yongxin Chen

The act of a person juggling can be viewed as a Markov process if we assume that the juggler throws to random heights. I make this association for the simplest reasonable model of random juggling and compute the steady state probabilities…

Probability · Mathematics 2007-05-23 Gregory S. Warrington

A disjunctive sensing and actuation problem is considered in which the actuators and sensors are prevented from operating together over any given time step. This problem is motivated by practical applications in the area of spacecraft…

Optimization and Control · Mathematics 2018-09-12 Richard L Sutherland , Ilya V Kolmanovsky , Anouck R Girard , Frederick A Leve , Christopher D Petersen

In this letter, a new notion of stability is introduced, which is called triangular stability. A system is called triangularly stable if the norm of its state vector is bounded by a decreasing linear function of time such that its…

Systems and Control · Electrical Eng. & Systems 2021-04-16 Amir Shakouri , Nima Assadian

The paper considers a stabilizing stochastic control which can be applied to a variety of unstable and even chaotic maps. Compared to previous methods introducing control by noise, we relax assumptions on the class of maps, as well as…

Dynamical Systems · Mathematics 2019-02-25 Elena Braverman , Alexandra Rodkina

Learning dexterous manipulation skills is a long-standing challenge in computer graphics and robotics, especially when the task involves complex and delicate interactions between the hands, tools and objects. In this paper, we focus on…

Graphics · Computer Science 2022-08-02 Zeshi Yang , KangKang Yin , Libin Liu

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…

Mathematical Finance · Quantitative Finance 2017-04-05 Mauricio Contreras , Rely Pellicer , Marcelo Villena

A general scheme is proposed and tested to control the symmetry breaking instability of a homogeneous solution of a spatially extended multispecies model, defined on a network. The inherent discreteness of the space makes it possible to act…

Snap-buckling is a rapid shape transition in slender structures, appearing as a fundamental switching mechanism of natural and man-made systems. Boundary conditions of structures are crucial to predict and control their snap-buckling…

Soft Condensed Matter · Physics 2026-01-23 Takara Abe , Tomohiko G. Sano

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be able to use parallel scans to solve these problems with…

Optimization and Control · Mathematics 2022-01-25 Simo Särkkä , Ángel F. García-Fernández

We consider the dynamics of a 1D system evolving according to a deterministic drift and randomly forced by two types of jumps processes, one representing an external, uncontrolled forcing and the other one a control that instantaneously…

Statistical Mechanics · Physics 2019-10-30 Mark S. Bartlett Amilcare Porporato Lamberto Rondoni

We consider the trick of balancing a vertical stick on a horizontal plate. It is shown that the horizontal stochastic driving of the point of contact can prevent the stick from falling provided that the stochasticity is that of a coloured…

Chaotic Dynamics · Physics 2024-07-08 Nachiketh M , J K Bhattacharjee