Related papers: Stability analysis of optimal control problems wit…
This paper is devoted to a study of infinite horizon optimal control problems with time discounting and time averaging criteria in discrete time. It is known that these problems are related to certain infinite-dimensional linear programming…
Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…
Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
In the paper we define and characterize the asynchronous systems from the point of view of their autonomy, determinism, order, non-anticipation, time invariance, symmetry, stability and other important properties. The study is inspired by…
In this paper, we consider the problem of controlling a dynamical system such that its trajectories satisfy a temporal logic property in a given amount of time. We focus on multi-affine systems and specifications given as syntactically…
We obtain the first probabilistic proof of continuous differentiability of time-dependent optimal boundaries in optimal stopping problems. The underlying stochastic dynamics is a one-dimensional, time-inhomogeneous diffusion. The gain…
We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…
Stability of the zero solution plays an important role in the investigation of positive systems. In this note, we revisit the $\mu$-stability of positive nonlinear systems with unbounded time-varying delays. The system is modelled by…
Optimal control is an essential tool for stabilizing complex nonlinear systems. However, despite the extensive impacts of methods such as receding horizon control, dynamic programming and reinforcement learning, the design of cost functions…
Classical deterministic optimal control problems assume full information about the controlled process. The theory of control for general partially-observable processes is powerful, but the methods are computationally expensive and typically…
This paper examines stochastic optimal control problems in which the state is perfectly known, but the controller's measure of time is a stochastic process derived from a strictly increasing L\'evy process. We provide dynamic programming…
This paper proposes a model predictive controller for discrete-time linear systems with additive, possibly unbounded, stochastic disturbances and subject to chance constraints. By computing a polytopic probabilistic positively invariant set…
The stability of solutions to evolution equations with respect to small stochastic perturbations is considered. The stability of a stochastic dynamical system is characterized by the local stability index. The limit of this index with…
This brief gives a set of unified Lyapunov stability conditions to guarantee the predefined-time/finite-time stability of a dynamical systems. The derived Lyapunov theorem for autonomous systems establishes equivalence with existing…
Discrete-time models of non-uniformly sampled nonlinear systems under zero-order hold relate the next state sample to the current state sample, (constant) input value, and sampling interval. The exact discrete-time model, that is, the…
This paper presents novel controllers that yield finite-time stability for linear systems. We first present a sufficient condition for the origin of a scalar system to be finite-time stable. Then we present novel finite-time controllers…
This paper is devoted to solving a time-inconsistent risk-sensitive control problem with parameter $\e$ and its limit case ($\e\rightarrow0^+$) for countable-stated Markov decision processes (MDPs for short). Since the cost functional is…
This paper is concerned with the design of optimal control for finite-dimensional control-affine nonlinear dynamical systems. We introduce an optimal control problem that specifically optimizes nonlinear observability in addition to…
In this paper, we consider discrete-time infinite horizon problems of optimal control to a terminal set of states. These are the problems that are often taken as the starting point for adaptive dynamic programming. Under very general…