Related papers: Funnel Control for Langevin Dynamics
This paper considers an adaptive tracking control problem for stochastic regression systems with multi-threshold quantized observations. Different from the existing studies for periodic reference signals, the reference signal in this paper…
We propose two parametric approaches to evaluate swing contracts with firm constraints. Our objective is to define approximations for the optimal control, which represents the amounts of energy purchased throughout the contract. The first…
We consider impulse control of stochastic functional differential equations (SFDEs) driven by L\'evy processes under an additional $L^p$-Lipschitz condition on the coefficients. Our results, which are first derived for a general stochastic…
This paper introduces a control strategy to simultaneously achieve asymptotic stabilization and transient frequency regulation of power networks. The control command is generated by iteratively solving an open-loop control cost minimization…
This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization…
In this paper a novel approach is presented for control design with guaranteed transient performance for multiple-input multiple-output discrete-time linear polytopic difference inclusions. We establish a theorem that gives necessary and…
This article considers the application of Langevin dynamics to sampling and investigates how to choose the damping parameter in Langevin dynamics for the purpose of maximizing thoroughness of sampling. Also, it considers the computation of…
In this paper, we focus on the control of the mean field equilibrium of non linear networks of the Langevin type in the limit of small noise. Using iterative linear approximations, we derive a formula that prescribes a control strategy in…
We address the problem of safely learning controlled stochastic dynamics from discrete-time trajectory observations, ensuring system trajectories remain within predefined safe regions during both training and deployment. Safety-critical…
This paper is addressed to studying the exact controllability for stochastic transport equations by two controls: one is a boundary control imposed on the drift term and the other is an internal control imposed on the diffusion term. By…
In this paper we study a distributed control problem for a phase field system of Caginalp type with logarithmic potential. The main aim of this work would be to force the location of the diffuse interface to be as close as possible to a…
This paper addresses the problem of computing controllers that are correct by design for safety-critical systems and can provably satisfy (complex) functional requirements. We develop new methods for models of systems subject to both…
In this paper we study a distributed control problem for a phase-field system of conserved type with a possibly singular potential. We mainly handle two cases: the case of a viscous Cahn-Hilliard type dynamics for the phase variable in case…
Stochastic differential equations of Langevin-diffusion form have received significant attention, thanks to their foundational role in both Bayesian sampling algorithms and optimization in machine learning. In the latter, they serve as a…
This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…
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…
Stochastic uncertainties in complex dynamical systems lead to variability of system states, which can in turn degrade the closed-loop performance. This paper presents a stochastic model predictive control approach for a class of nonlinear…
This paper considers the stochastic linear quadratic optimal control problem in which the control domain is nonconvex. By the functional analysis and convex perturbation methods, we establish a novel maximum principle. The application of…
For an asymmetric double-well potential system, it is shown that, if the potential is quadratic until it reaches several times of the zero-point energies from the bottoms in each well, the energy eigenvalues of the low lying excited states…
The Linear Parameter-Varying (LPV) framework has long been used to guarantee performance and stability requirements of nonlinear (NL) systems mainly through the $\mathcal{L}_2$-gain concept. However, recent research has pointed out that…