Related papers: Controlling mean exit time of stochastic dynamical…
This paper focuses on the problem of distributed consensus control of multi-agent systems while considering two main practical concerns (i) stochastic noise in the agent dynamics and (ii) predefined performance constraints over evolutions…
This paper studies an optimal control problem for continuous-time stochastic systems subject to reachability objectives specified in a subclass of metric interval temporal logic specifications, a temporal logic with real-time constraints.…
We study the hitting times of Markov processes to target set $G$, starting from a reference configuration $x_0$ or its basin of attraction. The configuration $x_0$ can correspond to the bottom of a (meta)stable well, while the target $G$…
Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…
In the context of networked control systems, event-triggered control (ETC) has emerged as a major topic due to its alleged resource usage reduction capabilities. However, this is mainly supported by numerical simulations, and very little is…
Timeout control is a simple mechanism used when direct feedback is either impossible, unreliable, or too costly, as is often the case in distributed systems. Its effectiveness is determined by a timeout threshold parameter and our goal is…
We propose a stochastic MPC scheme using an optimization over the initial state for the predicted trajectory. Considering linear discrete-time systems under unbounded additive stochastic disturbances subject to chance constraints, we use…
Stochastic dynamical systems allow modelling of transitions induced by disturbances, in particular from an attracting equilibrium and crossing the stable manifold of a saddle. In the small-noise limit, the probability of such transitions is…
We propose a novel data-driven neural network (NN) optimization framework for solving an optimal stochastic control problem under stochastic constraints. Customized activation functions for the output layers of the NN are applied, which…
We propose two numerical methods for the optimal control of McKean-Vlasov dynamics in finite time horizon. Both methods are based on the introduction of a suitable loss function defined over the parameters of a neural network. This allows…
It is well known that the addition of noise to a multistable dynamical system can induce random transitions from one stable state to another. For low noise, the times between transitions have an exponential tail and Kramers' formula gives…
In many human-in-the-loop robotic applications such as robot-assisted surgery and remote teleoperation, predicting the intended motion of the human operator may be useful for successful implementation of shared control, guidance virtual…
In this paper, a control scheme for stochastic predefined-time stabilization is proposed, which improves the control effect compared with stochastic finite-time or fixed-time stabilization. The stochastic predefined-time stabilization…
We study transport and escape in the Stochastic Web Map (SWM), an area-preserving system with phase-space structure controlled by a symmetry parameter $q$ and nonlinearity $K$. By analyzing the survival probability $P_{\text{S}}(n)$ and…
This paper investigates the problem of impact-time-control and proposes a learning-based computational guidance algorithm to solve this problem. The proposed guidance algorithm is developed based on a general prediction-correction concept:…
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…
We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a…
This work addresses the output consensus problem of constrained heterogeneous multi-agent systems under a switching network with potential communication delays, where outputs are periodic and characterized by an exosystem. Since periodic…
How to determine the vector of power supplies of a stochastic power system for the next short horizon, such that the probability is less than a prespecified value that any phase-angle difference of a power line of the power network exits…
Learning models or control policies from data has become a powerful tool to improve the performance of uncertain systems. While a strong focus has been placed on increasing the amount and quality of data to improve performance, data can…