Related papers: A semigroup approach to stochastic systems with in…
This paper deals with a nonlinear filtering problem in which a multi-dimensional signal process is additively affected by a process $\nu$ whose components have paths of bounded variation. The presence of the process $\nu$ prevents from…
We consider exact and averaged control problem for a system of quasi-linear ODEs and SDEs with a non-negative definite symmetric matrix of the system. The strategy of the proof is the standard linearization of the system by fixing the…
In this article, we consider a receding horizon control of discrete-time state-dependent jump linear systems, particular kind of stochastic switching systems, subject to possibly unbounded random disturbances and probabilistic state…
This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…
We connect boundary conditions for one-sided pseudo-differential operators with the generators of modified one-sided L\'evy processes. On one hand this allows modellers to use appropriate boundary conditions with confidence when restricting…
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay $\Delta$ between the decision and execution times. The dynamics of the controlled system between two impulses is an arbitrary adapted…
We present a systematic approach for constructing steady state density operators of Markovian dissipative evolution for open quantum chain models with integrable bulk interaction and boundary incoherent driving. The construction is based on…
The main contributions of this paper are three fold. First, our primary concern is to investigate a class of stochastic recursive delayed control problems which arise naturally with sound backgrounds but have not been well-studied yet. For…
This work presents a theoretical framework for the safety-critical control of time delay systems. The theory of control barrier functions, that provides formal safety guarantees for delay-free systems, is extended to systems with state…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…
This work establishes a general stochastic maximum principle for partially observed optimal control of semi-linear stochastic partial differential equations in a nonconvex control domain. The state evolves in a Hilbert space driven by a…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
In this paper, we first propose a method that can efficiently compute the maximal robust controlled invariant set for discrete-time linear systems with pure delay in input. The key to this method is to construct an auxiliary linear system…
We establish a discrete operator--theoretic framework for the analysis of implicit Euler and Lie--Trotter splitting schemes for delay differential equations (DDEs). Both schemes are formulated in terms of discrete resolvent operators acting…
In this article, we complement recent results on the convergence of the state estimate obtained by applying the discrete-time Kalman filter on a time-sampled continuous-time system. As the temporal discretization is refined, the estimate…
We propose an SDP-based framework to address the stabilization of input delay systems while taking into account dissipative constraints. A key to our approach is the introduction of the concept of parameterized linear dynamical state…
This paper investigates an optimal control problem where the system is described by a stochastic differential equation with extended mixed delays that contain point delay, extended distributed delay, and extended noisy memory. The model is…
This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic…
We consider a nonlinear discrete stochastic control system, and our goal is to design a feedback control policy in order to lead the system to a prespecified state. We adopt a stochastic approximation viewpoint of this problem. It is known…
We develop an approach to learn an interpretable semi-parametric model of a latent continuous-time stochastic dynamical system, assuming noisy high-dimensional outputs sampled at uneven times. The dynamics are described by a nonlinear…