English
Related papers

Related papers: Linear Programming based Lower Bounds on Average D…

200 papers

In this paper, we study the problem of control of discrete-time linear time varying systems over uncertain channels. The uncertainty in the channels is modeled as a stochastic random variable. We use exponential mean square stability of the…

Optimization and Control · Mathematics 2014-09-01 Amit Diwadkar , Umesh Vaidya

This paper aims to provide a methodology for generating autonomous and non-autonomous systems with a fixed-time stable equilibrium point where an Upper Bound of the Settling Time (UBST) is set a priori as a parameter of the system. In…

Optimization and Control · Mathematics 2024-12-20 R. Aldana-López , D. Gómez-Gutiérrez , E. Jiménez-Rodríguez , J. D. Sánchez-Torres , M. Defoort

We introduce an algorithm based on semidefinite programming that yields increasing (resp. decreasing) sequences of lower (resp. upper) bounds on polynomial stationary averages of diffusions with polynomial drift vector and diffusion…

Probability · Mathematics 2018-09-28 Juan Kuntz , Michela Ottobre , Guy-Bart Stan , Mauricio Barahona

One often encounters the curse of dimensionality in the application of dynamic programming to determine optimal policies for controlled Markov chains. In this paper, we provide a method to construct sub-optimal policies along with a bound…

Systems and Control · Computer Science 2011-08-17 Myoungkuk Park , Krishnamoorthy Kalyanam , Swaroop Darbha , Phil Chandler , Meir Pachter

We present a new approach for constructing polytope Lyapunov functions for continuous-time linear switching systems (LSS). This allows us to decide the stability of LSS and to compute the Lyapunov exponent with a good precision in…

Dynamical Systems · Mathematics 2014-06-24 Nicola Guglielmi , Linda Laglia , Vladimir Protasov

In order to guarantee stability, known results for MPC without additional terminal costs or endpoint constraints often require rather large prediction horizons. Still, stable behavior of closed loop solutions can often be observed even for…

Optimization and Control · Mathematics 2015-03-19 Jürgen Pannek , Karl Worthmann

This paper presents a new method for synthesizing stochastic control Lyapunov functions for a class of nonlinear stochastic control systems. The technique relies on a transformation of the classical nonlinear Hamilton-Jacobi-Bellman partial…

Optimization and Control · Mathematics 2017-09-07 Yoke Peng Leong , Matanya B. Horowitz , Joel W. Burdick

This paper studies the cooperative global robust stabilization problem for a class of nonlinear multi-agent systems. The problem is motivated from the study of the cooperative global robust output regulation problem for the class of…

Optimization and Control · Mathematics 2015-08-20 Wei Liu , Jie Huang

Stability of stationary solutions of parabolic equations is conventionally studied by linear stability analysis, Lyapunov functions or lower and upper functions. We discuss here another approach based on differential inequalities written…

Functional Analysis · Mathematics 2012-06-26 A. G. Ramm , V. Volpert

This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…

Optimization and Control · Mathematics 2014-02-26 Oswaldo Costa , François Dufour

This paper deals with stabilization of discrete-time switched linear systems when explicit knowledge of the state-space models of their subsystems is not available. Given the set of admissible switches between the subsystems, the admissible…

Systems and Control · Electrical Eng. & Systems 2020-08-25 Atreyee Kundu

Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…

Optimization and Control · Mathematics 2020-10-30 Beniamin Costandin , Marius Costandin , Petru Dobra

The method of Lyapunov functions is one of the most effective ones for the investigation of stability of dynamical systems, in particular, of stochastic differential systems. The main purpose of the paper is the analysis of the stability of…

Analysis of PDEs · Mathematics 2015-03-13 Tomas Caraballo , Mohamed Ali Hammami , Lasaad Mchiri

We consider small nonlinear perturbations of linear systems on a time scale with the phase space being finite or infinite-dimensional. For $\Delta$-differential operators, corresponding to linear dynamic systems we consider their…

Dynamical Systems · Mathematics 2023-04-13 Svetlin Georgiev , Sergey Kryzhevich

This paper investigates the robustness of exponential stability of a class of switched systems described by linear functional differential equations under arbitrary switching. We will measure the stability robustness of such a system,…

Dynamical Systems · Mathematics 2022-03-08 Nguyen Khoa Son , Le Van Ngoc

We present a stability analysis framework for the general class of discrete-time linear switching systems for which the switching sequences belong to a regular language. They admit arbitrary switching systems as special cases. Using recent…

Dynamical Systems · Mathematics 2014-11-17 Matthew Philippe , Raphaël M. Jungers

We study the asymptotic stability properties of nonlinear switched systems under the assumption of the existence of a common weak Lyapunov function. We consider the class of nonchaotic inputs, which generalize the different notions of…

Optimization and Control · Mathematics 2012-10-29 Philippe Jouan , Naciri Saïd

We consider stability analysis of constrained switching linear systems in which the dynamics is unknown and whose switching signal is constrained by an automaton. We propose a data-driven Lyapunov framework for providing probabilistic…

Systems and Control · Electrical Eng. & Systems 2022-07-15 Adrien Banse , Zheming Wang , Raphaël M. Jungers

We propose an encoding and control strategy for the stabilization of switched systems with limited information, supposing the controller is given for each mode. Only the quantized output and the active mode of the plant at each sampling…

Systems and Control · Computer Science 2014-12-19 Masashi Wakaiki , Yutaka Yamamoto

We propose a technique for the design and analysis of adaptation algorithms in dynamical systems. The technique applies both to systems with conventional Lyapunov-stable target dynamics and to ones of which the desired dynamics around the…

Optimization and Control · Mathematics 2007-05-23 Tyukin Ivan , Danil Prokhorov , Cees van Leeuwen