Related papers: Mean-Square Stability and Stabilizability for LTI …
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 analyze a classification of two main families of controllers that are of interest when the feedback loop is subject to switching propagation delays due to routing via a wireless multi-hop communication network. We show that we can cast…
We present a framework for learning of modeling uncertainties in Linear Time Invariant (LTI) systems. We propose a methodology to extend the dynamics of an LTI (without uncertainty) with an uncertainty model, based on measured data, to…
The analysis on stability and bifurcations in the macroscopic dynamics exhibited by the system of two coupled large populations comprised of $N$ stochastic excitable units each is performed by studying an approximate system, obtained by…
A network of noisy bistable elements with global time-delayed couplings is considered. A dichotomous mean field model has recently been developed describing the collective dynamics in such systems with uniform time delays near the…
Recent studies have demonstrated the potential of flexible loads in providing frequency response services. However, uncertainty and variability in various weather-related and end-use behavioral factors often affect the demand-side control…
This paper studies stabilization of linear time-invariant (LTI) systems when control actions can only be realized in finitely many directions where it is possible to actuate uniformly or logarithmically extended positive scaling factors in…
In this article, a study of the mean-square error (MSE) performance of linear echo-state neural networks is performed, both for training and testing tasks. Considering the realistic setting of noise present at the network nodes, we derive…
We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we attribute to the meta-stability phenomenon. Large enough finite symmetric networks…
Sampling arises simultaneously with input and output delays in networked control systems. When the delay is left uncompensated, the sampling period is generally required to be sufficiently small, the delay sufficiently short, and, for…
This paper focuses on indefinite stochastic mean-field linear-quadratic (MF-LQ, for short) optimal control problems, which allow the weighting matrices for state and control in the cost functional to be indefinite. The solvability of…
In this paper, the notion of robust strict QSR-dissipativity is applied to solve the static output feedback control problem for a class of continuous-time nonlinear rational systems subject to input saturation and bounded parametric…
In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic…
We consider a continuous time linear multi inventory system with unknown demands bounded within ellipsoids and controls bounded within ellipsoids or polytopes. We address the problem of "-stabilizing the inventory since this implies some…
The paper is concerned with asymptotic stability properties of linear switched systems. Under the hypothesis that all the subsystems share a non strict quadratic Lyapunov function, we provide a large class of switching signals for which a…
This paper investigates the decentralized stabilization problem for a class of interconnected systems in the presence of non-triangular structural uncertainties and time-varying parameters, where each subsystem exchanges information only…
It is well known that discrete-time linear systems can be stabilized by a least-squares (LS) based self-tuning regulator (STR), as long as noises are absent. However, this note shows that once the discrete-time linear systems are disturbed,…
We construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independent sequence of random vectors, enters the dynamics affinely,…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
This paper focuses on linear-quadratic (LQ for short) mean-field games described by forward-backward stochastic differential equations (FBSDEs for short), in which the individual control region is postulated to be convex. The decentralized…