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We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…

Machine Learning · Statistics 2025-09-30 Reza Sadeghi Hafshejani , Mohamad Kazem Shirani Fradonbeh

We propose an asynchronous, decentralized algorithm for consensus optimization. The algorithm runs over a network in which the agents communicate with their neighbors and perform local computation. In the proposed algorithm, each agent can…

Optimization and Control · Mathematics 2017-03-06 Tianyu Wu , Kun Yuan , Qing Ling , Wotao Yin , Ali H. Sayed

In this paper, we study the application of switched systems stability criteria to derive delay-dependent conditions for systems affected by both a constant and a time-varying delay. The main novelty of our approach lies on the use of…

Optimization and Control · Mathematics 2022-09-13 Thiago Alves Lima , Matteo Della Rossa , Frédéric Gouaisbaut , Raphaël Jungers , Sophie Tarbouriech

We study the almost sure convergence of randomly truncated stochastic algorithms. We present a new convergence theorem which extends the already known results by making vanish the classical condition on the noise terms. The aim of this work…

Probability · Mathematics 2009-06-29 Jérôme Lelong

We show that parametric models trained by a stochastic gradient method (SGM) with few iterations have vanishing generalization error. We prove our results by arguing that SGM is algorithmically stable in the sense of Bousquet and Elisseeff.…

Machine Learning · Computer Science 2016-02-09 Moritz Hardt , Benjamin Recht , Yoram Singer

A new method for secure information transmission based on generalized synchronization is proposed. The principal advantage of it is a remarkable stability to noise. To reveal this peculiarity of the proposed method the effectiveness of the…

Chaotic Dynamics · Physics 2013-02-19 Olga Moskalenko , Alexey A. Koronovskii , Alexander E. Hramov

We investigate stochastic averaging theory for locally Lipschitz discrete-time nonlinear systems with stochastic perturbation and its applications to convergence analysis of discrete-time stochastic extremum seeking algorithms. Firstly, by…

Optimization and Control · Mathematics 2015-02-18 Shu-Jun Liu , Miroslav Krstic

This paper studies linear stochastic approximation (SA) algorithms and their application to multi-agent systems in engineering and sociology. As main contribution, we provide necessary and sufficient conditions for convergence of linear SA…

Optimization and Control · Mathematics 2018-09-07 Ge Chen , Xiaoming Duan , Wenjun Mei , Francesco Bullo

This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain…

Dynamical Systems · Mathematics 2007-05-23 Matthew M. Peet

This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…

Probability · Mathematics 2014-02-11 Kai Liu

We study the existence and stability of synchronous solutions in a continuum field of non-locally coupled identical phase oscillators with distance-dependent propagation delays. We present a comprehensive stability diagram in the parameter…

Adaptation and Self-Organizing Systems · Physics 2026-01-27 Gautam C Sethia , Abhijit Sen , Fatihcan M. Atay

In this paper, we study asynchronous consensus problems of continuous-time multi-agent systems with discontinuous information transmission. The proposed consensus control strategy is implemented only based on the state information at some…

Dynamical Systems · Mathematics 2007-05-23 Feng Xiao , Long Wang

Non-autonomous perturbations of isochronous systems in the plane are considered. It is assumed that the intensity of perturbations decays with time, and the frequency is asymptotically constant with the limiting value satisfying a resonance…

Dynamical Systems · Mathematics 2024-05-27 Oskar A. Sultanov

We analyze convergence of decentralized cooperative online estimation algorithms by a network of multiple nodes via information exchanging in an uncertain environment. Each node has a linear observation of an unknown parameter with randomly…

Signal Processing · Electrical Eng. & Systems 2020-12-08 Jiexiang Wang , Tao Li , Xiwei Zhang

We consider the problem of solving consensus using deterministic algorithms in a synchronous dynamic network with unreliable, directional point-to-point links, which are under the control of a message adversary. In contrast to a large body…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-04-10 Kyrill Winkler , Manfred Schwarz , Ulrich Schmid

In many computational tasks and dynamical systems, asynchrony and randomization are naturally present and have been considered as ways to increase the speed and reduce the cost of computation while compromising the accuracy and convergence…

Machine Learning · Computer Science 2020-12-09 Sahin Lale , Oguzhan Teke , Babak Hassibi , Anima Anandkumar

Monotone systems comprise an important class of dynamical systems that are of interest both for their wide applicability and because of their interesting mathematical properties. It is known that under the property of quasimonotonicity…

Dynamical Systems · Mathematics 2015-05-20 Eoin Devane , Ioannis Lestas

We consider the problem of formally verifying almost-sure (a.s.) asymptotic stability in discrete-time nonlinear stochastic control systems. While verifying stability in deterministic control systems is extensively studied in the…

Machine Learning · Computer Science 2021-12-20 Mathias Lechner , Đorđe Žikelić , Krishnendu Chatterjee , Thomas A. Henzinger

Sample average approximation (SAA), a popular method for tractably solving stochastic optimization problems, enjoys strong asymptotic performance guarantees in settings with independent training samples. However, these guarantees are not…

Optimization and Control · Mathematics 2021-12-13 Yafei Wang , Bo Pan , Wei Tu , Peng Liu , Bei Jiang , Chao Gao , Wei Lu , Shangling Jui , Linglong Kong

In this paper, a proof of asymptotic stability for the combined system-optimizer dynamics associated with a class of real-time methods for equality constrained nonlinear model predictive control is presented. General Q-linearly convergent…

Optimization and Control · Mathematics 2020-05-13 Andrea Zanelli , Quoc Tran-Dinh , Moritz Diehl