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This paper deals with partially-observed optimal control problems for the state governed by stochastic differential equation with delay. We develop a stochastic maximum principle for this kind of optimal control problems using a variational…

Optimization and Control · Mathematics 2020-10-15 Shuaiqi Zhang , Xun Li , Jie Xiong

This paper investigates the stability properties of a nonlinear fractional differential equation with two discrete delays and a delay-dependent coefficient. Such equations arise in various biological and control systems where temporal…

Dynamical Systems · Mathematics 2026-03-12 Pragati Dutta , Sachin Bhalekar

In this paper, we discuss a new general formulation of fractional optimal control problems whose performance index is in the fractional integral form and the dynamics are given by a set of fractional differential equations in the Caputo…

Optimization and Control · Mathematics 2016-08-24 H. M. Ali , F. Lobo Pereira , S. M. A. Gama

In this paper, we investigate the mean-square stabilization for discrete-time stochastic systems that endure both multiple input delays and multiplicative control-dependent noises. For such multi-delay stochastic systems, we for the first…

Optimization and Control · Mathematics 2023-03-16 Cheng Tan , Zhengqiang Zhang , Haoting Sui , Wing Shing Wong

The problem of p-th moment stability for time-varying stochastic time-delay systems with Markovian switching is investigated in this paper. Some novel stability criteria are obtained by applying the generalized Razumikhin and Krasovskii…

Dynamical Systems · Mathematics 2016-07-11 Bin Zhou , Weiwei Luo

In this paper, we discuss on the linearized stability of the trivial solution for a class of nonlinear Caputo fractional differential systems of order $\alpha\in(1,2)$. We show that some recent existing results in this direction are wrong.…

Dynamical Systems · Mathematics 2020-07-30 H. T. Tuan

This paper focuses on controllability results of stochastic delay partial functional integro-differential equations perturbed by fractional Brownian motion. Sufficient conditions are established using the theory of resolvent operators…

Probability · Mathematics 2015-03-30 El Hassan Lakhel

In this paper we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying…

Probability · Mathematics 2018-06-21 Richard A. Davis , Mikkel Slot Nielsen , Victor Rohde

In this paper, we investigate constrained control of continuous-time linear stochastic systems. We show that for certain system parameter settings, constrained control policies can never achieve stabilization. Specifically, we explore a…

Systems and Control · Electrical Eng. & Systems 2021-08-17 Ahmet Cetinkaya , Masako Kishida

In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…

Analysis of PDEs · Mathematics 2023-01-02 Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

We present sufficient conditions for exact controllability of a semilinear infinite dimensional dynamical system. The system mild solution is formed by a noncompact semigroup and a nonlinear disturbance that does not need to be Lipschitz…

Functional Analysis · Mathematics 2018-04-02 Radoslaw Zawiski

We consider an Ito stochastic differential equation with delay, driven by brownian motion, whose solution, by an appropriate reformulation, defines a Markov process $X$ with values in a space of continuous functions $\mathbf C$, with…

Probability · Mathematics 2013-04-10 Marco Fuhrman , Federica Masiero , Gianmario Tessitore

Our aim in this paper is to investigate the asymptotic behavior of solutions of the perturbed linear fractional differential system. We show that if the original linear autonomous system is asymptotically stable then under the action of…

Dynamical Systems · Mathematics 2018-08-24 N. D. Cong , T. S. Doan , H. T. Tuan

This paper investigates the robust stability and stabilization analysis of interval fractional-order systems with time-varying delay. The stability problem of such systems is solved first, and then using the proposed results a stabilization…

Systems and Control · Electrical Eng. & Systems 2019-09-19 Pouya Badri , Mahdi Sojoodi

Stability and stabilization analysis of fractional-order linear time-invariant (FO-LTI) systems with different derivative orders is studied in this paper. First, by using an appropriate linear matrix function, a single-order equivalent…

Systems and Control · Computer Science 2018-08-30 Pouya Badri , Mahdi Sojoodi

In this paper, we study the control properties of a new class of stochastic ensemble systems that consists of families of random variables. These random variables provide an increasingly good approximation of an unknown discrete,…

Systems and Control · Electrical Eng. & Systems 2023-04-25 Nirabhra Mandal , Mohammad Khajenejad , Sonia Martinez

We propose the first $\alpha$-parameterized framework for solving time-changed stochastic differential equations (TCSDEs), explicitly linking convergence rates to the driving parameter of the underlying stochastic processes. Theoretically,…

Probability · Mathematics 2025-11-04 Jingwei Chen , Jun Ye , Jinwen Chen , Zhidong Wang

This paper deals with the problems of stochastic stability and sliding mode control for a class of continuous-time Markovian jump systems with mode-dependent time-varying delays and partly unknown transition probabilities. The design method…

Systems and Control · Computer Science 2018-04-26 Nasibeh Zohrabi , Hasan Zakeri , Amir Hossein Abolmasoumi , Hamid Reza Momeni

In stochastic multistable systems driven by the gradient of a potential, transitions between equilibria is possible because of noise. We study the ability of linear delay feedback control to mitigate these transitions, ensuring that the…

Optimization and Control · Mathematics 2020-02-06 Mohammad Farazmand

The main purpose of this paper is to study the fractional-order model with Caputo derivative associated to Lagrange system. For this fractional-order system we investigate the existence and uniqueness of solutions of initial value problem,…

Dynamical Systems · Mathematics 2022-11-22 Mihai Ivan