Related papers: Controlling mean exit time of stochastic dynamical…

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

A stochastic system where bistability is caused by noise has been recently investigated by Biancalani et al. (PRL 112:038101, 2014). They have computed the mean switching time for such a system using a continuous Fokker-Planck equation…

In this paper, we revisit energy-based concepts of controllability and reformulate them for control-affine nonlinear systems perturbed by white noise. Specifically, we discuss the relation between controllability of deterministic systems…

We propose a general strategy for feedback control design of complex dynamical systems exploiting the nonlinear mechanisms in a systematic unsupervised manner. These dynamical systems can have a state space of arbitrary dimension with…

We study the optimal control of general stochastic McKean-Vlasov equation. Such problem is motivated originally from the asymptotic formulation of cooperative equilibrium for a large population of particles (players) in mean-field…

In this paper, we introduce a novel approach to solve the (mean-covariance) steering problem for a fairly general class of linear continuous-time stochastic systems subject to input delays. Specifically, we aim at steering delayed linear…

This paper studies a control method for switching stable coexisting attractors of a class of non-autonomous dynamical systems. The central idea is to introduce a continuous path for the system's trajectory to transition from its original…

This paper presents a control technique for output tracking of reference signals in continuous-time dynamical systems. The technique is comprised of the following three elements: (i) output prediction which has to track the reference…

The quasi-potential is a key concept in stochastic systems as it accounts for the long-term behavior of the dynamics of such systems. It also allows us to estimate mean exit times from the attractors of the system, and transition rates…

We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic…

The dynamics of escape from an attractive state due to random perturbations is of central interest to many areas in science. Previous studies of escape in chaotic systems have rather focused on the case of unbounded noise, usually assumed…

The quasipotential is a natural generalization of the concept of energy functions to non-equilibrium systems. In the analysis of rare events in stochastic dynamics, it plays a central role in characterizing the statistics of transition…

We generalize the concept of basin of attraction of a stable state in order to facilitate the analysis of dynamical systems with noise and to assess stability properties of metastable states and long transients. To this end we examine the…

Noisy scattering dynamics in the randomly driven H\'enon-Heiles system is investigated in the range of initial energies where the motion is unbounded. In this paper we study, with the help of the exit basins and the escape time…

We study a variance reduction strategy based on control variables for simulating the averaged macroscopic behavior of a stochastic slow-fast system. We assume that this averaged behavior can be written in terms of a few slow degrees of…

Chaotic itinerancy is a frequently observed phenomenon in high-dimensional and nonlinear dynamical systems, and it is characterized by the random transitions among multiple quasi-attractors. Several studies have revealed that chaotic…

We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

This paper is concerned with finite-level quantum memory systems for retaining initial dynamic variables in the presence of external quantum noise. The system variables have an algebraic structure, similar to that of the Pauli matrices, and…

This paper studies a continuous-time market {under stochastic environment} where an agent, having specified an investment horizon and a target terminal mean return, seeks to minimize the variance of the return with multiple stocks and a…

The theory of stochastic resetting asserts that restarting a stochastic process can expedite its completion. In this paper, we study the escape process of a Brownian particle in an open Hamiltonian system that suffers noise-enhanced…