Related papers: Controllability of fractional stochastic delay dyn…
The paper is devoted to the development of control procedures with a guide for conflict-controlled dynamical systems described by ordinary fractional differential equations with the Caputo derivative of an order $\alpha \in (0, 1).$ For the…
We derive a functional change of variable formula for {\it non-anticipative} functionals defined on the space of right continuous paths with left limits. The functional is only required to possess certain directional derivatives, which may…
It is difficult to analyze the stability of systems with time-varying delays. One approach is to construct a time-transformation that converts the system into a form with a constant delay but with a time-varying scalar appearing in the…
In this paper we study time-inhomogeneous affine processes beyond the common assumption of stochastic continuity. In this setting times of jumps can be both inaccessible and predictable. To this end we develop a general theory of finite…
A general framework is presented for analyzing the stability and performance of nonlinear and linear parameter varying (LPV) time delayed systems. First, the input/output behavior of the time delay operator is bounded in the frequency…
We consider the task of generating discrete-time realisations of a nonlinear multivariate diffusion process satisfying an It\^o stochastic differential equation conditional on an observation taken at a fixed future time-point. Such…
In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…
In this paper, we consider the almost periodic dynamics of an impulsive multispecies Lotka-Volterra competition system with time delays on time scales. By establishing some comparison theorems of dynamic equations with impulses and delays…
This article addresses a new class of fractional nonlocal neutral stochastic differential system of order 1<q<2 including non-instantaneous impulses(NIIs) and state-dependent delay(SDD) with the Poisson jumps and the Wiener process in…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
This work addresses the design of static output feedback control of discrete-time nonlinear systems satisfying a local Lipschitz continuity condition with time-varying uncertainties. The controller has also a guaranteed disturbance…
We numerically investigate the stability and linear oscillatory behavior of a naturally diverging mass whose potential energy is harmonically modulated. It is known that in the Kapitza limit, i.e. when the period of modulation is much…
In this paper, we study the probabilistic stability analysis of a subclass of stochastic hybrid systems, called the Planar Probabilistic Piecewise Constant Derivative Systems (Planar PPCD), where the continuous dynamics is deterministic,…
We consider a stochastic nonlinear defocusing Schr\"{o}dinger equation with zero-order linear damping, where the stochastic forcing term is given by a combination of a linear multiplicative noise in the Stratonovich form and a nonlinear…
This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…
A key characteristic of the anomalous sub-solution equation is that the solution exhibits algebraic decay rate over long time intervals, which is often refered to the Mittag-Leffler type stability. For a class of power nonlinear…
Since response lags are essential in the feedback loops and are required by most physical systems, it is more appropriate to stabilize McKean-Vlasov stochastic differential equations (MV-SDEs) with common noise through the implementation of…
In this work the stability of perturbed linear time-varying systems is studied. The main features of the problem are threefold. Firstly, the time-varying dynamics is not required to be continuous but allowed to have jumps. Also the system…
This paper investigates the controllability of finite-dimensional linear fractional systems involving an uncertain parameter. We establish new results on the simultaneous and average controllability. In particular, we show that average…
This paper deals with the problem of robust dynamic output feedback stabilization of interval fractional-order linear time invariant (FO-LTI) systems with the fractional order $1\le\alpha<2$. In this study, a new formulation based on the…