Related papers: Criteria for stabilizing a multi-delay stochastic …
Abstract-In this manuscript, model predictive control for class of discrete fuzzy large-scale systems subjected to bounded time-varying delay and disturbances is studied. The considered method is Razumikhin for time-varying delay…
Systems with time-delayed chaotic dynamics are common in nature, from control theory to aeronautical propulsion. The overarching objective of this paper is to compute the stability properties of a chaotic dynamical system, which is…
We prove that for every discrete-time linear switching system in two complex variables and with finitely many switching states, either the system is Lyapunov stable or there exists a trajectory which escapes to infinity with at least linear…
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…
This article explores the discrete-time stochastic optimal LQR control with delay and quadratic constraints. The inclusion of delay, compared to delay-free optimal LQR control with quadratic constraints, significantly increases the…
This paper addresses the stability analysis and state estimation of generalized Persidskii systems subject to time-varying delays and external disturbances. The generalized Persidskii class, which couples linear dynamics with sector-bounded…
We propose a new algorithm for a broad class of periodic time-varying Stochastic Game-Theoretic Riccati Differential Equations arising in Zero-Sum Linear-Quadratic Stochastic Differential Games. The algorithm is constructed via dual-layer…
We address stability of a class of Markovian discrete-time stochastic hybrid systems. This class of systems is characterized by the state-space of the system being partitioned into a safe or target set and its exterior, and the dynamics of…
We address the stability problem for linear switching systems with mode-dependent restrictions on the switching intervals. Their lengths can be bounded as from below (the guaranteed dwell-time) as from above. The upper bounds make this…
This article aims to investigate sufficient conditions for the stability of stochastic differential equations with a random structure, particularly in contexts involving the presence of concentration points. The proof of asymptotic…
Data-driven control strategies for dynamical systems with unknown parameters are popular in theory and applications. An essential problem is to prevent stochastic linear systems becoming destabilized, due to the uncertainty of the…
For a wide class of second order nonlinear non-autonomous models, we illustrate that combining proportional state control with the feedback that is proportional to the derivative of the chaotic signal, allows to stabilize unstable motions…
We propose a quantitative direct method to prove the local stability of a stationary solution for a rough differential equation and its regular discretization scheme. Using Doss-Sussmann technique and stopping time analysis, we provide…
We study the dynamics of a piecewise-linear second-order delay differential equation that is representative of feedback systems with relays (switches) that actuate after a fixed delay. The system under study exhibits strong…
We address a class of Markov jump linear systems that are characterized by the underlying Markov process being time-inhomogeneous with a priori unknown transition probabilities. Necessary and sufficient conditions for uniform stochastic…
We present a data-driven framework based on Lyapunov theory to provide stability guarantees for a family of hybrid systems. In particular, we are interested in the asymptotic stability of switching linear systems whose switching sequence is…
This work is devoted to investigate the stability properties of time-delay reset systems. We present a Lyapunov-Krasovskii proposition, which generalizes the available results in the literature, providing results for verifying the stability…
Recently Herzog and Mattingly have shown that a $\mathbb{C}$-valued polynomial ODE which admits finite-time blow-up solutions may be stabilized by the addition of $\mathbb{C}$-valued Brownian noise. In this paper we extend their problem to…
This paper discusses the stability analysis of linear parameter varying systems with a parameter-dependent delay where the parameters are assumed to be stochastic piecewise constants under spontaneous Poissonian jumps. Based on stochastic…
We prove the well-posedness of solutions to McKean-Vlasov stochastic differential equations driven by L\'evy noise under mild assumptions where, in particular, the L\'evy measure is not required to be finite. The drift, diffusion and jump…