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We focus on extending existing short-rate models, enabling control of the generated implied volatility while preserving analyticity. We achieve this goal by applying the Randomized Affine Diffusion (RAnD) method to the class of short-rate…

Computational Finance · Quantitative Finance 2024-11-27 Lech A. Grzelak

System stabilization via policy gradient (PG) methods has drawn increasing attention in both control and machine learning communities. In this paper, we study their convergence and sample complexity for stabilizing linear time-invariant…

Optimization and Control · Mathematics 2023-09-15 Feiran Zhao , Xingyun Fu , Keyou You

Feedback optimization algorithms compute inputs to a system using real-time output measurements, which helps mitigate the effects of disturbances. However, existing work often models both system dynamics and computations in either discrete…

Systems and Control · Electrical Eng. & Systems 2026-03-23 Oscar Jed Chuy , Matthew Hale , Ricardo Sanfelice

Regulating the importance ratio is critical for the training stability of Group Relative Policy Optimization (GRPO) based frameworks. However, prevailing ratio control methods, such as hard clipping, suffer from non-differentiable…

Machine Learning · Computer Science 2026-03-24 Hongjun Wang , Wei Liu , Weibo Gu , Xing Sun , Kai Han

The ever increasing need for performance results in increasingly rigorous demands on throughput and positioning accuracy of high-precision motion systems, which often suffer from position dependent effects that originate from relative…

Systems and Control · Electrical Eng. & Systems 2023-02-08 Yorick Broens , Hans Butler , Roland Tóth

Motivated by a real problem in steel production, we introduce and analyze a general class of singularly perturbed linear hybrid systems with both switches and impulses, in which the slow or fast nature of the variables can be…

Systems and Control · Computer Science 2017-06-16 Jihene Ben Rejeb , Irinel-Constantin Morărescu , Antoine Girard , Jamal Daafouz

For linear control systems, the usual state feedback stabilizability has two components: one is a continuous observation mode (i.e., to observe solutions continuously in time), and the other is a class of feedback laws (which is usually the…

Optimization and Control · Mathematics 2022-08-29 Hanbing Liu , Gengsheng Wang , Huaiqiang Yu

This paper presents a research devoted to the study of instability phenomena in non-linear model with a constant brake friction coefficient. This paper outlines the stability analysis and a procedure to reduce and simplify the non-linear…

Chaotic Dynamics · Physics 2012-09-28 Jean-Jacques Sinou , Fabrice Thouverez , Louis Jezequel

The stabilization of unstable nonlinear systems and tracking control are challenging engineering problems due to the encompassed nonlinearities in dynamic systems and their scale. In the past decades, numerous observer-based control designs…

Systems and Control · Electrical Eng. & Systems 2021-04-22 Sebastian A. Nugroho , Suyash C. Vishnoi , Ahmad F. Taha , Christian G. Claudel

Accurate modeling of lithium ion (li-ion) batteries is essential for enhancing the safety, and efficiency of electric vehicles and renewable energy systems. This paper presents a data-inspired approach for improving the fidelity of…

Systems and Control · Electrical Eng. & Systems 2024-11-21 Samuel Filgueira da Silva , Mehmet Fatih Ozkan , Faissal El Idrissi , Prashanth Ramesh , Marcello Canova

Linear Time Invariant (LTI) systems are ubiquitous in control applications. Unbounded-time reachability analysis that can cope with industrial-scale models with thousands of variables is needed. To tackle this problem, we use abstract…

Systems and Control · Computer Science 2017-08-24 Dario Cattaruzza , Alessandro Abate , Peter Schrammel , Daniel Kroening

Since the middle of the 90's, multifractional processes have been introduced for overcoming some limitations of the classical Fractional Brownian Motion model. In their context, the Hurst parameter becomes a Holder continuous function H(?)…

Statistics Theory · Mathematics 2015-05-29 Antoine Ayache , Julien Hamonier

The design of robust orbitally stabilizing feedback is considered. From a known orbitally stabilizing controller for a nominal, disturbance-free system, a robustifying feedback extension is designed utilizing the sliding-mode control (SMC)…

Systems and Control · Electrical Eng. & Systems 2021-09-02 Christian Fredrik Sætre , Anton S. Shiriaev , Leonid B. Freidovich , Sergei V. Gusev , Leonid M. Fridman

This note studies the robust output feedback stabilization problem of a class of multi-input multi-output invertible nonlinear systems, for which an "ideal" state feedback based on feedback linearization can be designed under certain mild…

Systems and Control · Electrical Eng. & Systems 2021-01-07 Lei Wang , Christopher M. Kellett

As bulk synchronous generators in the power grid are replaced by distributed generation interfaced through power electronics, inertia is removed from the system, prompting concerns over grid stability. Different metrics are available for…

Optimization and Control · Mathematics 2017-03-09 Mohammad Pirani , John W. Simpson-Porco , Baris Fidan

Recent developments in autonomous driving, vehicle-to-vehicle communication and smart traffic controllers have provided a hope to realize platoon formation of vehicles. The main benefits of vehicle platooning include improved safety,…

Logic in Computer Science · Computer Science 2018-04-25 Adnan Rashid , Umair Siddique , Osman Hasan

We present D-Phi iteration: an algorithm for distributed, localized, and scalable robust control of systems with structured uncertainties. This algorithm combines the System Level Synthesis (SLS) parametrization for distributed control with…

Optimization and Control · Mathematics 2022-09-21 Jing Shuang Li , John C. Doyle

We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…

Optimization and Control · Mathematics 2018-02-27 Prabhat Kumar Mishra , Debasish Chatterjee , Daniel E. Quevedo

Human-in-the-loop (HitL) robot deployment has gained significant attention in both academia and industry as a semi-autonomous paradigm that enables human operators to intervene and adjust robot behaviors at deployment time, improving…

Machine Learning · Computer Science 2025-10-10 Zhanpeng He , Yifeng Cao , Matei Ciocarlie

The level of maturity reached by robust control theory techniques nowadays contributes to a considerable minimization of the development time of an end-to-end control design of a spacecraft system. The advantage offered by this framework is…

Systems and Control · Electrical Eng. & Systems 2023-11-28 Francesco Sanfedino , Daniel Alazard , Ervan Kassarian , Franca Somers