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We investigate the dynamics of dissipative systems with stochastic forcing and focus in particular on mean-square stability. First we show, under a natural condition on the drift and diffusion, that the stochastic system is mean-square…

Probability · Mathematics 2026-05-01 C. Kelly , G. J. Lord , M. Ptashnyk , S. Sonner

This paper addresses the safe stabilization problem of stochastic nonlinear time-delay systems. Based on theKrasovskii approach, we first propose a stochastic control Lyapunov-Krasovskii functional to guarantee the stabilization objective…

Systems and Control · Electrical Eng. & Systems 2023-11-06 Zhuo-Rui Pan , Wei Ren , Xi-Ming Sun

This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…

Optimization and Control · Mathematics 2025-12-15 Hui Jia , Yuan-Hua Ni , Guangchen Wang

In this paper, the problem of non-fragile finite-time stabilization for linear discrete mean-field stochastic systems is studied. The uncertain characteristics in control parameters are assumed to be random satisfying the Bernoulli…

Optimization and Control · Mathematics 2023-01-24 Tianliang Zhang , Feiqi Deng , Peng Shi

It is known that input-output approaches based on scaled small-gain theorems with constant $D$-scalings and integral linear constraints are non-conservative for the analysis of some classes of linear positive systems interconnected with…

Optimization and Control · Mathematics 2017-03-02 Corentin Briat

We investigate stability of linear delay differential systems. Stability criteria of the systems are derived based on integrals of the fundamental matrix. They are necessary and sufficient conditions for delay-dependent stability of the…

Optimization and Control · Mathematics 2024-10-30 Guang-Da Hu

This paper is concerned with stability analysis and synthesis for discrete-time linear systems with stochastic dynamics. Equivalence is first proved for three stability notions under some key assumptions on the randomness behind the…

Systems and Control · Computer Science 2019-03-01 Yohei Hosoe , Tomomichi Hagiwara

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

Probability · Mathematics 2018-10-25 Leonid Shaikhet

We study the stability of general $n$-dimensional nonautonomous linear differential equations with infinite delays. Delay independent criteria, as well as criteria depending on the size of some finite delays are established. In the first…

Classical Analysis and ODEs · Mathematics 2020-10-09 Teresa Faria

A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…

Numerical Analysis · Mathematics 2018-08-28 Wim Michiels , Bin Zhou

In this paper, we first propose a method that can efficiently compute the maximal robust controlled invariant set for discrete-time linear systems with pure delay in input. The key to this method is to construct an auxiliary linear system…

Systems and Control · Electrical Eng. & Systems 2020-06-19 Zexiang Liu , Liren Yang , Necmiye Ozay

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…

Dynamical Systems · Mathematics 2025-08-25 Quinlan Leishman , Benjamin Webb

In this paper, we consider the stability of discrete-time linear switched systems with a common non-strict Lyapunov matrix.

Optimization and Control · Mathematics 2011-08-02 Xiongping Dai , Yu Huang , Mingqing Xiao

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…

Optimization and Control · Mathematics 2023-11-27 Gabriel Velho , Riccardo Bonalli , Jean Auriol , Islam Boussaada

The mean square stabilization problem for discrete-time networked control systems (NCSs) is investigated in this article. What the difference from most previous works is that input delay and packet losses occur simultaneously in the…

Optimization and Control · Mathematics 2018-08-22 Hongdan Li , Chunyan Han , Huanshui Zhang

Simultaneous stabilization problem arises in various systems and control applications. This paper introduces a new approach to addressing this problem in the multivariable scenario, building upon our previous findings in the scalar case.…

Optimization and Control · Mathematics 2024-02-28 Yufang Cui , Anders Lindquist

An overview of stability conditions in terms of the Lyapunov matrix for time-delay systems is presented. The main results and proof are presented in details for the case of systems with multiple delays. The state of the art, ongoing…

Dynamical Systems · Mathematics 2022-07-27 Sabine Mondié , Alexey Egorov , Marco A. Gomez

This paper analyzes the eigenvalue distribution of neutral differential systems and the corresponding difference systems, and establishes the relationship between the eigenvalue distribution and delay-independent stability of neutral…

Dynamical Systems · Mathematics 2007-05-23 Ping Wei , Qiang Guan , Wensheng Yu , Long Wang

Robust stabilization conditions for uncertain switched affine systems subject to a unitary input delay are presented. They are obtained through the Lyapunov framework and a min-switching state-feedback predictive control law. The result…

Systems and Control · Electrical Eng. & Systems 2026-04-20 Gerson Portilla , Carolina Albea , Alexandre Seuret

This paper addresses the mean-square optimal control problem for \a class of discrete-time linear systems with a quasi-colored control-dependent multiplicative noise via output feedback. The noise under study is novel and shown to have…

Systems and Control · Electrical Eng. & Systems 2021-09-06 Junhui Li , Jieying Lu , Weizhou Su