Related papers: On Time-Varying Delayed Stochastic Differential Sy…
We study the long-term qualitative behavior of randomly perturbed dynamical systems. More specifically, we look at limit cycles of stochastic differential equations (SDE) with Markovian switching, in which the process switches at random…
In this work, we shall consider the existence and uniqueness of stationary solutions to stochastic partial functional differential equations with additive noise in which a neutral type of delay is explicitly presented. We are especially…
This paper proposes a supervisory control structure for networked systems with time-varying delays. The control structure, in which a supervisor triggers the most appropriate controller from a multi-controller unit, aims at improving the…
This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…
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…
This paper is concerned with the problem of robust stabilization for a class of uncertain 2D discrete switched systems with state delays represented by a model of Roesser type, where the switching instants of the controller experience…
We study a class of singularly perturbed impulsive linear switched systems exhibiting switching between slow and fast dynamics. To analyze their behavior, we construct auxiliary switched systems evolving in a single time scale. We prove…
In this work characterizations of notions of output stability for uncertain time-varying systems described by retarded functional differential equations are provided. Particularly, characterizations by means of Lyapunov and Razumikhin…
A discrete time stochastic model for a multiagent system given in terms of a large collection of interacting Markov chains is studied. The evolution of the interacting particles is described through a time inhomogeneous transition…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
This paper is concerned with the stability analysis of continuous-time switched systems with a random switching signal. The switching signal manifests its characteristics with that the dwell time in each subsystem consists of a fixed part…
This paper deals a continuous-time state-dependent jump linear system, a particular kind of stochastic switching system. In particular, we consider a situation when the transition rate of the random jump process depends on the state…
In many applications, the common assumption that a driving noise process affecting a system is independent or Markovian may not be realistic, but the noise process may be assumed to be stationary. To study such problems, this paper…
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…
The paper deals with the global asymptotic stability of general nonlinear time-delay systems with delay-dependent impulses through the Lyapunov-Krasovskii method. We derive a unified stability criterion which can be applied to a variety of…
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…
This paper presents a new method for dynamic output feedback stabilizing controller design for decomposable systems with switching topology and delay. Our approach consists of two steps. In the first step, we model the decomposable systems…
The developing field of stochastic thermodynamics extends concepts of macroscopic thermodynamics such as entropy production and work to the microscopic level of individual trajectories taken by a system through phase space. The scheme…
Markov switching models are a popular family of models that introduces time-variation in the parameters in the form of their state- or regime-specific values. Importantly, this time-variation is governed by a discrete-valued latent…
This work considers stochastic operators in general inner-product spaces, and in particular, systems with stochastically time-varying input delays of a known probability distribution. Stochastic dissipativity and stability are defined from…