English
Related papers

Related papers: Non-autonomous hybrid stochastic systems with dela…

200 papers

The aim of this work is to make a survey on recent sufficient optimality conditions for optimal control problems with time delays in both state and control variables. The results are obtained by transforming delayed optimal control problems…

Optimization and Control · Mathematics 2020-08-10 Ana P. Lemos-Paiao , Cristiana J. Silva , Delfim F. M. Torres

We consider second-order evolution equations in an abstract setting with damping and time delay and give sufficient conditions ensuring exponential stability. Our abstract framework is then applied to the wave equation, the elasticity…

Analysis of PDEs · Mathematics 2013-08-26 Serge Nicaise , Cristina Pignotti

In this paper, we analyse the impact of delayed event detection on the stability of a 2-mode planar hybrid automata. We consider hybrid automata with a unique equilibrium point for all the modes, and we find the maximum delay that preserves…

This paper considers a distributed stochastic optimization problem where the goal is to minimize the time average of a cost function subject to a set of constraints on the time averages of a related stochastic processes called penalties. We…

Information Theory · Computer Science 2016-10-06 B. N. Bharath , Vaishali P

Networks of globally coupled, noise activated, bistable elements with connection time delays are considered. The dynamics of these systems is studied numerically using a Langevin description and analytically using (1) a Gaussian…

Statistical Mechanics · Physics 2009-11-11 Daniel Huber , Lev Tsimring

This paper considers the distributed sampled-data control problem of a group of mobile robots connected via distance-induced proximity networks. A dwell time is assumed in order to avoid chattering in the neighbor relations that may be…

Systems and Control · Computer Science 2017-01-20 Zhixin Liu , Lin Wang , Jinhuan Wang , Daoyi Dong , Xiaoming Hu

We study the stability of general $n$-dimensional nonautonomous linear differential equations with infinite delays. Delay independent criteria, as well as criteria depending on the size of some finite delays are established. In the first…

Classical Analysis and ODEs · Mathematics 2020-10-09 Teresa Faria

In this paper, we study asymptotic stability of the zero solution of a class of differential systems governed by a scalar differential inequality with time-varying structures and delays. We establish a new generalized Halanay inequality for…

Classical Analysis and ODEs · Mathematics 2014-03-18 Bao Liu , Wenlian Lu , Tianping Chen

This paper studies the optimal control problems of stochastic evolution equations with infinite delay of general functional type. By introducing a non-anticipative path derivative and its infinite-window dual operator, we derive the…

Optimization and Control · Mathematics 2026-05-26 Guanwei Cheng

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

This paper is concerned with a characterization of the observability for a continuous-time hidden Markov model where the state evolves as a general continuous-time Markov process and the observation process is modeled as nonlinear function…

Probability · Mathematics 2020-02-25 Jin W. Kim , Prashant G. Mehta

We examine a class of stochastic differential inclusions involving multiscale effects designed to solve a class of generalized variational inequalities. This class of problems contains constrained convex non-smooth optimization problems,…

Optimization and Control · Mathematics 2026-01-23 D. Russell Luke , Johannes-Carl Schnebel , Mathias Staudigl , Juan Peypouquet , Siqi Qu

Time-delay systems are an important class of dynamical systems which provide a solid mathematical framework to deal with many application domains of interest ranging from biology, chemical, electrical, and mechanical engineering, to…

Dynamical Systems · Mathematics 2009-03-28 Giordano Pola , Pierdomenico Pepe , Maria D. Di Benedetto , Paulo Tabuada

Motivated by the regulator theory and adaptive controls, several notions on output stability in the framework of input-to-state stability (iss) were introduced for finite-dimensional systems. It turned out that these output stability…

Optimization and Control · Mathematics 2022-08-31 Hasala Gallolu Kankanamalage , Yuandan Lin , Yuan Wang

Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…

Probability · Mathematics 2014-01-07 L. Gerencser , M. Manfay

We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…

Optimization and Control · Mathematics 2018-05-18 Masashi Wakaiki , Masaki Ogura , Joao P. Hespanha

In this paper we derive the equations of motion for nonholonomic systems subject to inequality constraints, both, in continuous-time and discrete-time. The last is done by discretizing the continuous time-variational principle which defined…

Optimization and Control · Mathematics 2023-02-07 Alexandre Anahory Simoes , Leonardo Colombo

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…

Probability · Mathematics 2024-06-21 Xing Chen , Xiaoyue Li , Chenggui Yuan

Hybrid systems with memory are dynamical systems exhibiting both hybrid and delay phenomena. In this note, we study the asymptotic stability of hybrid systems with memory using generalized concepts of solutions. These generalized solutions,…

Dynamical Systems · Mathematics 2015-07-22 Jun Liu , Andrew R. Teel

Anticipated synchronisation occurs when a driven dynamical system synchronises with the future state of the driver system to which it is unidirectionally coupled. Previous theoretical and experimental studies have focused on setups with a…

Chaotic Dynamics · Physics 2026-03-04 David Ortiz del Campo , Tobias Galla , Raúl Toral